+61.7%
CAH vs D
+19.1%
+42.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +17.0% |
| 6M | +10.9% | +6.8% | +4.1% | +8.5% |
| YTD | +17.9% | +16.5% | +1.3% | +10.8% |
| 1Y | +61.7% | +19.2% | +42.5% | +44.3% |
| All | +61.7% | +19.1% | +42.6% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling