+1,097.2%
CRS vs ALHC
-31.6%
+1,128.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -18.1% | -5.4% | -12.7% | -17.6% |
| 3M | -12.4% | -32.1% | +19.7% | -9.4% |
| 6M | +15.9% | -28.5% | +44.4% | +18.3% |
| YTD | +45.8% | -34.0% | +79.9% | +49.8% |
| 1Y | +87.8% | -20.9% | +108.7% | +88.9% |
| 3Y | +648.7% | +151.5% | +497.2% | +524.1% |
| 5Y | +1,416.6% | -28.8% | +1,445.5% | +1,287.0% |
| All | +1,097.2% | -31.6% | +1,128.8% | +950.6% |
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 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