+60.7%
CAH vs ALK
-36.6%
+97.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | -3.0% | +0.7% | -2.1% |
| 30D | +1.2% | -14.6% | +15.8% | +1.9% |
| 3M | +13.1% | -10.6% | +23.7% | +13.6% |
| 6M | +8.5% | -6.7% | +15.2% | +8.6% |
| YTD | +17.6% | -19.8% | +37.4% | +17.9% |
| 1Y | +60.7% | -35.2% | +95.9% | +76.9% |
| All | +60.7% | -36.6% | +97.2% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling