+4,612.5%
CAH vs DAR
+1,762.6%
+2,850.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +5.4% | +1.4% | +4.0% | +5.3% |
| 30D | +3.3% | +12.8% | -9.5% | +2.6% |
| 3M | +22.8% | +7.4% | +15.4% | +22.2% |
| 6M | +11.3% | +22.3% | -11.0% | +9.9% |
| YTD | +21.1% | +81.1% | -59.9% | +17.2% |
| 1Y | +67.2% | +106.5% | -39.3% | +60.4% |
| 3Y | +195.6% | +5.3% | +190.3% | +191.2% |
| 5Y | +413.8% | -11.5% | +425.4% | +407.4% |
| 10Y | +309.6% | +353.3% | -43.8% | +272.2% |
| All | +4,612.5% | +1,762.6% | +2,850.0% | +4,146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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