+101.5%
CRL vs ALHC
+28.2%
+73.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +5.0% | -5.5% | +10.6% | +5.3% |
| 30D | +13.5% | -4.9% | +18.5% | +13.7% |
| 3M | +21.5% | -41.7% | +63.3% | +23.9% |
| 6M | +103.4% | -55.2% | +158.6% | +109.3% |
| YTD | +71.8% | -61.1% | +132.9% | +77.4% |
| 1Y | +97.5% | -53.3% | +150.9% | +103.1% |
| All | +101.5% | +28.2% | +73.4% | +87.8% |
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