+0.2%
CRL vs ALHC
-28.9%
+29.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | +10.7% | -1.0% | +11.7% | +10.6% |
| 3M | +55.3% | -10.2% | +65.4% | +55.4% |
| 6M | +60.7% | -28.3% | +88.9% | +63.8% |
| YTD | +44.6% | -31.4% | +76.1% | +47.9% |
| 1Y | +77.7% | -16.9% | +94.7% | +77.9% |
| 3Y | +37.6% | +135.5% | -97.8% | +12.9% |
| 5Y | -35.8% | -33.6% | -2.2% | -42.1% |
| All | +0.2% | -28.9% | +29.1% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling