+411.5%
CAH vs D
+48.0%
+363.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | +3.5% | -1.4% | +4.8% | +4.0% |
| 30D | +13.5% | +7.7% | +5.7% | +10.3% |
| 3M | +21.8% | -0.3% | +22.1% | +21.8% |
| 6M | +51.5% | +10.1% | +41.5% | +45.6% |
| YTD | +38.1% | +19.1% | +19.0% | +28.4% |
| 1Y | +37.7% | +15.9% | +21.8% | +29.2% |
| 3Y | +179.6% | +75.0% | +104.6% | +118.5% |
| 5Y | +504.9% | +13.4% | +491.6% | +464.3% |
| All | +411.5% | +48.0% | +363.5% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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