+408.1%
CAH vs ALK
-39.7%
+447.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +9.4% | +12.9% | -3.5% | +7.1% |
| 30D | +16.5% | +5.5% | +11.0% | +15.2% |
| 3M | +17.0% | -12.1% | +29.1% | +19.1% |
| 6M | +51.4% | +1.7% | +49.7% | +49.3% |
| YTD | +36.0% | -17.4% | +53.4% | +37.6% |
| 1Y | +36.0% | -1.9% | +37.9% | +33.0% |
| 3Y | +177.5% | +21.2% | +156.2% | +145.1% |
| 5Y | +509.2% | -27.8% | +537.0% | +491.9% |
| 10Y | +408.1% | -41.0% | +449.1% | +367.5% |
| All | +408.1% | -39.7% | +447.8% | +367.5% |
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