+15,232.8%
CAH vs D
+2,347.4%
+12,885.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +5.4% | +0.4% | +4.9% | +5.2% |
| 30D | +3.3% | -3.6% | +6.9% | +4.7% |
| 3M | +22.8% | -1.0% | +23.8% | +23.1% |
| 6M | +11.3% | +6.3% | +5.0% | +8.4% |
| YTD | +21.1% | +14.7% | +6.4% | +14.7% |
| 1Y | +67.2% | +16.9% | +50.3% | +57.1% |
| 3Y | +195.6% | +56.8% | +138.8% | +144.3% |
| 5Y | +413.8% | +5.2% | +408.6% | +387.5% |
| 10Y | +309.6% | +35.9% | +273.7% | +246.1% |
| All | +15,232.8% | +2,347.4% | +12,885.4% | +4,659.5% |
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 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