+620.9%
CAH vs ALM
+7,705.7%
-7,084.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +5.4% | -2.6% | +8.0% | +5.4% |
| 30D | +3.3% | +32.0% | -28.7% | +3.2% |
| 3M | +22.8% | -15.0% | +37.8% | +22.8% |
| 6M | +11.3% | -10.1% | +21.4% | +11.2% |
| YTD | +21.1% | +99.4% | -78.3% | +20.7% |
| 1Y | +67.2% | +316.4% | -249.1% | +66.0% |
| 3Y | +195.6% | +2,022.0% | -1,826.4% | +191.3% |
| 5Y | +413.8% | +941.2% | -527.3% | +406.9% |
| 10Y | +309.6% | +2,950.3% | -2,640.8% | +301.0% |
| All | +620.9% | +7,705.7% | -7,084.8% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling