+24.5%
ALAB vs CAH
+38.5%
-14.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -3.0% |
| 7D | -24.9% | +7.0% | -31.9% | -22.7% |
| 30D | -38.4% | +12.4% | -50.7% | -35.4% |
| 3M | -38.3% | +12.2% | -50.4% | -35.0% |
| 6M | +10.9% | +33.2% | -22.3% | +15.6% |
| YTD | +34.2% | +28.4% | +5.8% | +39.9% |
| 1Y | +24.5% | +35.0% | -10.5% | +29.1% |
| All | +24.5% | +38.5% | -14.0% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling