+59.7%
CAH vs ALM
+279.2%
-219.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -1.8% |
| 7D | -5.1% | -7.1% | +2.1% | -5.1% |
| 30D | -1.8% | +24.7% | -26.4% | -1.5% |
| 3M | +9.4% | +8.3% | +1.1% | +9.5% |
| 6M | +9.2% | -22.2% | +31.4% | +8.6% |
| YTD | +15.7% | +88.1% | -72.4% | +17.3% |
| 1Y | +59.7% | +272.4% | -212.6% | +47.3% |
| All | +59.7% | +279.2% | -219.4% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling