+16,954.0%
CAH vs D
+2,436.6%
+14,517.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.1% |
| 7D | +7.8% | +0.8% | +7.1% | +7.5% |
| 30D | +15.5% | +10.7% | +4.7% | +11.2% |
| 3M | +16.3% | +2.3% | +14.0% | +15.2% |
| 6M | +50.0% | +12.5% | +37.5% | +43.2% |
| YTD | +34.7% | +20.1% | +14.6% | +25.3% |
| 1Y | +35.9% | +15.6% | +20.4% | +28.1% |
| 3Y | +178.5% | +75.2% | +103.3% | +121.3% |
| 5Y | +515.7% | +14.6% | +501.1% | +465.9% |
| 10Y | +421.5% | +43.8% | +377.7% | +331.9% |
| All | +16,954.0% | +2,436.6% | +14,517.4% | +5,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling