+401.3%
CAH vs ALC
-15.6%
+417.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | +0.5% | -3.7% | +4.1% | +1.1% |
| 30D | +1.7% | -3.7% | +5.5% | +2.4% |
| 3M | +17.9% | +4.6% | +13.3% | +16.8% |
| 6M | +10.9% | -14.6% | +25.5% | +13.6% |
| YTD | +17.9% | -11.9% | +29.7% | +19.9% |
| 1Y | +61.7% | -13.1% | +74.8% | +64.6% |
| 3Y | +183.7% | -15.0% | +198.7% | +187.2% |
| 5Y | +401.3% | -16.2% | +417.5% | +393.5% |
| All | +401.3% | -15.6% | +417.0% | +393.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling