+302.3%
CAH vs ALK
-39.2%
+341.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -2.2% | -3.0% | +0.7% | -1.7% |
| 30D | +1.2% | -14.6% | +15.8% | +3.9% |
| 3M | +13.1% | -10.6% | +23.7% | +14.7% |
| 6M | +8.5% | -6.7% | +15.2% | +8.4% |
| YTD | +17.6% | -19.8% | +37.4% | +20.0% |
| 1Y | +60.7% | -35.2% | +95.9% | +69.8% |
| 3Y | +183.2% | +1.4% | +181.8% | +160.5% |
| 5Y | +402.2% | -30.7% | +432.8% | +392.2% |
| 10Y | +302.3% | -37.4% | +339.7% | +236.9% |
| All | +302.3% | -39.2% | +341.6% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling