+179.0%
CAH vs ALK
+16.0%
+163.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +8.5% | +9.0% | -0.6% | +8.1% |
| 30D | +17.0% | -1.6% | +18.7% | +17.0% |
| 3M | +14.6% | -23.2% | +37.8% | +15.5% |
| 6M | +42.5% | -3.9% | +46.4% | +42.7% |
| YTD | +33.5% | -22.6% | +56.1% | +33.9% |
| 1Y | +38.5% | -5.3% | +43.9% | +38.5% |
| 3Y | +179.0% | +18.6% | +160.4% | +182.9% |
| All | +179.0% | +16.0% | +163.0% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling