+302.3%
CAH vs ALB
+80.1%
+222.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | -2.2% | -8.6% | +6.4% | -1.2% |
| 30D | +1.2% | -4.0% | +5.2% | +1.6% |
| 3M | +13.1% | -17.4% | +30.5% | +15.4% |
| 6M | +8.5% | -25.4% | +33.8% | +11.2% |
| YTD | +17.6% | -10.5% | +28.2% | +17.0% |
| 1Y | +60.7% | +75.8% | -15.2% | +44.0% |
| 3Y | +183.2% | -28.5% | +211.7% | +180.2% |
| 5Y | +402.2% | -45.1% | +447.3% | +397.1% |
| 10Y | +302.3% | +87.3% | +215.0% | +160.3% |
| All | +302.3% | +80.1% | +222.2% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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