+5,530.1%
CAH vs ALB
+2,081.4%
+3,448.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +3.5% | -5.8% | +9.2% | +4.5% |
| 30D | +13.5% | -4.5% | +18.0% | +14.2% |
| 3M | +21.8% | -28.1% | +49.9% | +28.3% |
| 6M | +51.5% | -53.2% | +104.7% | +71.0% |
| YTD | +38.1% | -33.3% | +71.4% | +44.0% |
| 1Y | +37.7% | -17.4% | +55.1% | +37.8% |
| 3Y | +179.6% | -14.1% | +193.7% | +156.8% |
| 5Y | +504.9% | -64.0% | +569.0% | +534.1% |
| 10Y | +418.6% | +32.8% | +385.7% | +274.0% |
| All | +5,530.1% | +2,081.4% | +3,448.8% | +2,473.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling