+16,794.2%
CAH vs ALK
+770.6%
+16,023.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.4% |
| 7D | +8.5% | +9.0% | -0.6% | +6.9% |
| 30D | +17.0% | -1.6% | +18.7% | +17.1% |
| 3M | +14.6% | -23.2% | +37.8% | +19.1% |
| 6M | +42.5% | -3.9% | +46.4% | +42.0% |
| YTD | +33.5% | -22.6% | +56.1% | +36.4% |
| 1Y | +38.5% | -5.3% | +43.9% | +36.6% |
| 3Y | +179.0% | +18.6% | +160.4% | +154.6% |
| 5Y | +507.2% | -34.4% | +541.6% | +502.3% |
| 10Y | +448.9% | -40.8% | +489.7% | +419.8% |
| All | +16,794.2% | +770.6% | +16,023.6% | +8,157.0% |
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