+15,232.8%
CAH vs ALK
+839.9%
+14,392.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +5.4% | -0.7% | +6.0% | +5.5% |
| 30D | +3.3% | -19.2% | +22.6% | +6.8% |
| 3M | +22.8% | -1.5% | +24.3% | +22.5% |
| 6M | +11.3% | -13.1% | +24.3% | +12.4% |
| YTD | +21.1% | -16.4% | +37.6% | +22.6% |
| 1Y | +67.2% | -33.1% | +100.3% | +74.6% |
| 3Y | +195.6% | +0.6% | +195.0% | +178.2% |
| 5Y | +413.8% | -26.4% | +440.2% | +401.0% |
| 10Y | +309.6% | -34.2% | +343.7% | +282.3% |
| All | +15,232.8% | +839.9% | +14,392.9% | +7,323.4% |
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