+365.7%
ALAB vs CAH
+120.8%
+244.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.2% | -7.2% |
| 7D | +3.2% | +0.5% | +2.7% | +3.3% |
| 30D | -13.6% | +1.7% | -15.3% | -13.4% |
| 3M | -16.6% | +17.9% | -34.5% | -16.4% |
| 6M | +142.3% | +10.9% | +131.4% | +143.0% |
| YTD | +73.6% | +17.9% | +55.8% | +74.0% |
| 1Y | +33.7% | +61.7% | -28.0% | +32.5% |
| All | +365.7% | +120.8% | +244.9% | +350.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling