+58.6%
CVE vs ALHC
+25.6%
+33.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -2.9% |
| 7D | -14.1% | -6.2% | -7.9% | -14.1% |
| 30D | -11.6% | -9.7% | -1.9% | -11.7% |
| 3M | 0.0% | -44.7% | +44.8% | -1.3% |
| 6M | -8.4% | -58.7% | +50.3% | -10.1% |
| YTD | +65.9% | -61.7% | +127.6% | +62.6% |
| 1Y | +69.4% | -55.7% | +125.1% | +66.3% |
| All | +58.6% | +25.6% | +33.0% | +69.3% |
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