+175.3%
CAH vs ALM
+899.4%
-724.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.1% | +1.0% |
| 7D | +9.4% | -6.3% | +15.8% | +9.5% |
| 30D | +16.5% | -31.4% | +47.9% | +17.2% |
| 3M | +17.0% | -40.6% | +57.6% | +17.9% |
| 6M | +51.4% | -58.6% | +110.0% | +53.3% |
| YTD | +36.0% | -7.6% | +43.6% | +33.4% |
| 1Y | +36.0% | +13.8% | +22.2% | +32.2% |
| All | +175.3% | +899.4% | -724.1% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling