+1,438.1%
CRS vs ALHC
-30.5%
+1,468.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -19.6% | -6.3% | -13.3% | -19.1% |
| 3M | -8.1% | -12.3% | +4.2% | -7.7% |
| 6M | +18.6% | -27.0% | +45.6% | +20.7% |
| YTD | +45.9% | -31.8% | +77.7% | +49.3% |
| 1Y | +82.5% | -17.0% | +99.5% | +82.6% |
| 3Y | +648.9% | +159.8% | +489.1% | +524.5% |
| 5Y | +1,438.1% | -25.1% | +1,463.3% | +1,283.0% |
| All | +1,438.1% | -30.5% | +1,468.6% | +1,283.0% |
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