+368.0%
CRS vs ALHC
+16.3%
+351.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +9.8% |
| 7D | +4.9% | +3.9% | +1.1% | +4.5% |
| 30D | -20.8% | -3.6% | -17.2% | -20.6% |
| 3M | -46.4% | -49.4% | +3.0% | -43.4% |
| 6M | -28.6% | -59.5% | +30.9% | -23.8% |
| YTD | -2.8% | -63.2% | +60.4% | +4.1% |
| 1Y | -6.7% | -55.5% | +48.8% | -1.8% |
| 3Y | +368.0% | +23.0% | +345.0% | +292.9% |
| All | +368.0% | +16.3% | +351.7% | +292.9% |
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 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