-11.7%
CRL vs ALHC
-65.9%
+54.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.3% |
| 7D | +8.9% | -0.8% | +9.7% | +8.9% |
| 30D | +14.0% | -9.6% | +23.6% | +14.9% |
| 3M | +19.8% | -44.5% | +64.4% | +26.0% |
| 6M | +102.0% | -59.2% | +161.2% | +116.9% |
| YTD | +70.8% | -62.0% | +132.9% | +83.9% |
| 1Y | +98.7% | -54.8% | +153.5% | +110.0% |
| 3Y | +98.2% | +25.0% | +73.2% | +70.5% |
| 5Y | -11.7% | -65.3% | +53.6% | -9.3% |
| All | -11.7% | -65.9% | +54.2% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling