+679.2%
CRS vs ALHC
+140.1%
+539.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -16.6% | -1.0% | -15.6% | -16.6% |
| 3M | -3.5% | -10.2% | +6.7% | -3.4% |
| 6M | +15.4% | -28.3% | +43.7% | +17.4% |
| YTD | +51.2% | -31.4% | +82.6% | +54.1% |
| 1Y | +98.3% | -16.9% | +115.2% | +98.6% |
| All | +679.2% | +140.1% | +539.1% | +593.7% |
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