+622.8%
CAH vs ALC
+30.4%
+592.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.1% |
| 7D | +3.5% | -1.1% | +4.5% | +3.8% |
| 30D | +13.5% | +16.0% | -2.6% | +8.3% |
| 3M | +21.8% | +0.8% | +21.0% | +21.3% |
| 6M | +51.5% | +16.8% | +34.7% | +43.9% |
| YTD | +38.1% | -5.5% | +43.6% | +39.0% |
| 1Y | +37.7% | -5.3% | +43.0% | +38.4% |
| 3Y | +179.6% | +4.1% | +175.5% | +162.7% |
| 5Y | +504.9% | -7.1% | +512.0% | +484.8% |
| All | +622.8% | +30.4% | +592.4% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling