+852.9%
CRS vs ALHC
-62.5%
+915.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.0% | +10.7% | +9.8% |
| 7D | +4.9% | +3.9% | +1.1% | +4.4% |
| 30D | -20.8% | -3.6% | -17.2% | -20.6% |
| 3M | -46.4% | -49.4% | +3.0% | -42.9% |
| 6M | -28.6% | -59.5% | +30.9% | -22.9% |
| YTD | -2.8% | -63.2% | +60.4% | +5.5% |
| 1Y | -6.7% | -55.5% | +48.8% | -1.0% |
| 3Y | +368.0% | +23.0% | +345.0% | +316.5% |
| 5Y | +852.9% | -65.7% | +918.6% | +868.5% |
| All | +852.9% | -62.5% | +915.4% | +868.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling