+506.1%
CAH vs D
+12.5%
+493.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.8% |
| 7D | +8.5% | +3.0% | +5.5% | +7.7% |
| 30D | +17.0% | +11.5% | +5.5% | +13.9% |
| 3M | +14.6% | +3.7% | +10.9% | +13.5% |
| 6M | +42.5% | +13.5% | +29.0% | +37.7% |
| YTD | +33.5% | +20.7% | +12.7% | +26.8% |
| 1Y | +38.5% | +18.2% | +20.3% | +32.2% |
| 3Y | +179.0% | +73.3% | +105.7% | +140.0% |
| All | +506.1% | +12.5% | +493.6% | +507.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling