+39.2%
CTVA vs ALHC
-61.4%
+100.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | -20.8% | +0.3% | -21.0% | -20.7% |
| 30D | -29.6% | -10.6% | -19.1% | -29.1% |
| 3M | -16.9% | -45.3% | +28.4% | -13.9% |
| 6M | -24.3% | -59.7% | +35.5% | -20.3% |
| YTD | -5.6% | -62.7% | +57.1% | -0.5% |
| 1Y | -4.2% | -56.1% | +51.9% | -0.1% |
| 3Y | +43.3% | +21.3% | +22.0% | +37.0% |
| 5Y | +35.7% | -66.0% | +101.7% | +35.9% |
| All | +39.2% | -61.4% | +100.5% | +35.4% |
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