+289.9%
CAH vs ALM
+2,776.7%
-2,486.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -1.5% |
| 7D | -5.1% | -7.1% | +2.1% | -5.0% |
| 30D | -1.8% | +24.7% | -26.4% | -2.1% |
| 3M | +9.4% | +8.3% | +1.1% | +9.1% |
| 6M | +9.2% | -22.2% | +31.4% | +9.2% |
| YTD | +15.7% | +88.1% | -72.4% | +14.0% |
| 1Y | +59.7% | +272.4% | -212.6% | +55.3% |
| 3Y | +178.5% | +2,004.1% | -1,825.7% | +164.1% |
| 5Y | +398.3% | +915.8% | -517.5% | +373.4% |
| All | +289.9% | +2,776.7% | -2,486.9% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling