+369.5%
ALAB vs CAH
+115.3%
+254.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.3% |
| 7D | -6.2% | -5.1% | -1.1% | -6.6% |
| 30D | -8.7% | +0.2% | -8.8% | -8.6% |
| 3M | -20.7% | +6.3% | -27.0% | -20.6% |
| 6M | +133.5% | +9.4% | +124.1% | +133.6% |
| YTD | +75.1% | +15.0% | +60.1% | +75.1% |
| 1Y | +25.0% | +55.4% | -30.4% | +23.8% |
| All | +369.5% | +115.3% | +254.2% | +353.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling