+16,954.0%
CAH vs ALK
+832.3%
+16,121.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.1% | -0.2% |
| 7D | +7.8% | +8.9% | -1.1% | +6.3% |
| 30D | +15.5% | +5.9% | +9.5% | +14.1% |
| 3M | +16.3% | -16.5% | +32.8% | +19.2% |
| 6M | +50.0% | +2.1% | +47.9% | +48.0% |
| YTD | +34.7% | -17.1% | +51.8% | +36.1% |
| 1Y | +35.9% | -2.9% | +38.8% | +33.5% |
| 3Y | +178.5% | +24.5% | +154.0% | +152.2% |
| 5Y | +515.7% | -29.1% | +544.8% | +503.0% |
| 10Y | +421.5% | -39.1% | +460.6% | +391.4% |
| All | +16,954.0% | +832.3% | +16,121.7% | +8,141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling