+411.8%
CAH vs ALB
+35.3%
+376.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +5.9% | +1.1% | +4.9% | +5.8% |
| 30D | +16.5% | -2.6% | +19.1% | +16.8% |
| 3M | +15.7% | -25.6% | +41.3% | +19.6% |
| 6M | +52.7% | -54.0% | +106.7% | +67.1% |
| YTD | +36.3% | -31.6% | +67.9% | +39.8% |
| 1Y | +36.7% | -6.6% | +43.3% | +34.0% |
| 3Y | +178.2% | -14.0% | +192.1% | +159.9% |
| 5Y | +515.8% | -62.5% | +578.3% | +550.3% |
| 10Y | +411.8% | +36.3% | +375.5% | +266.8% |
| All | +411.8% | +35.3% | +376.5% | +266.8% |
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