+296.4%
CAH vs ALM
+3,082.3%
-2,785.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | -2.2% | +3.6% | -5.9% | -2.3% |
| 30D | +1.2% | +33.8% | -32.6% | +0.8% |
| 3M | +13.1% | +14.8% | -1.7% | +12.7% |
| 6M | +8.5% | -7.0% | +15.4% | +8.2% |
| YTD | +17.6% | +108.1% | -90.4% | +15.8% |
| 1Y | +60.7% | +313.8% | -253.1% | +56.0% |
| 3Y | +183.2% | +2,227.6% | -2,044.5% | +168.2% |
| 5Y | +402.2% | +956.6% | -554.4% | +376.5% |
| All | +296.4% | +3,082.3% | -2,785.9% | +271.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling