+661.8%
CRS vs ALHC
-61.4%
+723.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | -23.2% | -10.6% | -12.6% | -22.4% |
| 3M | -45.5% | -45.3% | -0.2% | -42.4% |
| 6M | -33.1% | -59.7% | +26.6% | -27.9% |
| YTD | -7.2% | -62.7% | +55.5% | +0.4% |
| 1Y | -10.0% | -56.1% | +46.1% | -4.5% |
| 3Y | +332.3% | +21.3% | +311.1% | +289.0% |
| 5Y | +801.9% | -66.0% | +867.8% | +787.0% |
| All | +661.8% | -61.4% | +723.1% | +603.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling