+180.2%
CAH vs ALC
-16.2%
+196.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -2.2% | -5.3% | +3.0% | -1.5% |
| 30D | +1.2% | -7.1% | +8.3% | +2.3% |
| 3M | +13.1% | +0.8% | +12.3% | +12.9% |
| 6M | +8.5% | -16.0% | +24.5% | +10.4% |
| YTD | +17.6% | -12.7% | +30.4% | +19.2% |
| 1Y | +60.7% | -12.8% | +73.5% | +62.7% |
| All | +180.2% | -16.2% | +196.4% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling