+411.5%
CAH vs ALK
-45.9%
+457.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.3% |
| 7D | +3.5% | -1.2% | +4.6% | +3.6% |
| 30D | +13.5% | +7.7% | +5.8% | +11.8% |
| 3M | +21.8% | -19.0% | +40.8% | +25.7% |
| 6M | +51.5% | -0.2% | +51.7% | +49.9% |
| YTD | +38.1% | -23.5% | +61.6% | +41.5% |
| 1Y | +37.7% | -9.1% | +46.8% | +36.4% |
| 3Y | +179.6% | +12.0% | +167.6% | +150.2% |
| 5Y | +504.9% | -30.9% | +535.8% | +490.6% |
| All | +411.5% | -45.9% | +457.4% | +381.8% |
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