+293.7%
CAH vs D
+35.9%
+257.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +1.7% | -0.7% | +2.5% | +2.0% |
| 3M | +17.9% | +2.1% | +15.8% | +16.9% |
| 6M | +10.9% | +6.8% | +4.1% | +7.9% |
| YTD | +17.9% | +16.5% | +1.3% | +10.7% |
| 1Y | +61.7% | +19.2% | +42.5% | +50.6% |
| 3Y | +183.7% | +61.9% | +121.9% | +129.4% |
| 5Y | +401.3% | +6.5% | +394.8% | +380.8% |
| 10Y | +293.7% | +35.3% | +258.4% | +251.5% |
| All | +293.7% | +35.9% | +257.8% | +251.5% |
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