+37.7%
CAH vs ALB
-15.8%
+53.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +3.5% | -5.8% | +9.2% | +3.4% |
| 30D | +13.5% | -4.5% | +18.0% | +13.4% |
| 3M | +21.8% | -28.1% | +49.9% | +21.6% |
| 6M | +51.5% | -53.2% | +104.7% | +52.0% |
| YTD | +38.1% | -33.3% | +71.4% | +33.8% |
| 1Y | +37.7% | -17.4% | +55.1% | +30.8% |
| All | +37.7% | -15.8% | +53.5% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling