+86.1%
CRL vs ALHC
+21.9%
+64.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.9% | +10.7% | +8.0% |
| 7D | -6.1% | +1.0% | -7.1% | -6.2% |
| 30D | +12.4% | -14.2% | +26.5% | +13.0% |
| 3M | +27.1% | -45.1% | +72.3% | +30.0% |
| 6M | +85.7% | -59.5% | +145.3% | +92.1% |
| YTD | +69.2% | -62.8% | +132.0% | +75.3% |
| 1Y | +97.5% | -55.5% | +153.0% | +103.7% |
| 3Y | +86.1% | +25.7% | +60.4% | +63.6% |
| All | +86.1% | +21.9% | +64.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling