+287.5%
CAH vs DD
+66.6%
+220.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -5.1% | -3.5% | -1.6% | -4.1% |
| 30D | +0.2% | -11.7% | +11.8% | +3.9% |
| 3M | +6.3% | -9.2% | +15.5% | +9.2% |
| 6M | +9.4% | -7.2% | +16.6% | +10.9% |
| YTD | +15.0% | +6.6% | +8.4% | +10.8% |
| 1Y | +55.4% | +32.0% | +23.4% | +39.2% |
| 3Y | +173.8% | +42.1% | +131.7% | +130.8% |
| 5Y | +395.2% | +58.1% | +337.1% | +289.9% |
| All | +287.5% | +66.6% | +220.9% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling