+83.0%
CTVA vs ALHC
+140.1%
-57.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | +4.9% | -0.6% | +5.5% | +5.0% |
| 30D | +11.9% | -1.0% | +12.9% | +11.9% |
| 3M | +13.7% | -10.2% | +23.8% | +14.4% |
| 6M | +13.1% | -28.3% | +41.4% | +14.9% |
| YTD | +32.0% | -31.4% | +63.4% | +34.2% |
| 1Y | +22.1% | -16.9% | +39.0% | +22.8% |
| All | +83.0% | +140.1% | -57.0% | +71.0% |
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 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