+401.3%
CAH vs ALB
-43.6%
+444.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.8% |
| 7D | +0.5% | -4.4% | +4.9% | +0.7% |
| 30D | +1.7% | -1.2% | +2.9% | +1.7% |
| 3M | +17.9% | -13.3% | +31.2% | +18.5% |
| 6M | +10.9% | -19.8% | +30.7% | +11.5% |
| YTD | +17.9% | -7.9% | +25.8% | +17.4% |
| 1Y | +61.7% | +60.2% | +1.5% | +55.6% |
| 3Y | +183.7% | -26.4% | +210.2% | +184.8% |
| 5Y | +401.3% | -42.5% | +443.9% | +400.9% |
| All | +401.3% | -43.6% | +444.9% | +400.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling