+514.3%
CAH vs ALM
+454.9%
+59.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.1% | +1.1% |
| 7D | +9.4% | -6.3% | +15.8% | +9.6% |
| 30D | +16.5% | -31.4% | +47.9% | +17.5% |
| 3M | +17.0% | -40.6% | +57.6% | +18.2% |
| 6M | +51.4% | -58.6% | +110.0% | +53.9% |
| YTD | +36.0% | -7.6% | +43.6% | +33.6% |
| 1Y | +36.0% | +13.8% | +22.2% | +32.4% |
| 3Y | +177.5% | +842.1% | -664.6% | +142.5% |
| All | +514.3% | +454.9% | +59.4% | +440.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling