+406.7%
CAH vs DD
+58.1%
+348.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | -2.2% | -3.8% | +1.5% | -1.6% |
| 30D | +1.2% | -9.2% | +10.4% | +2.8% |
| 3M | +13.1% | -9.0% | +22.1% | +14.7% |
| 6M | +8.5% | -5.0% | +13.4% | +8.9% |
| YTD | +17.6% | +7.4% | +10.2% | +14.9% |
| 1Y | +60.7% | +35.1% | +25.5% | +49.5% |
| 3Y | +183.2% | +43.2% | +139.9% | +154.5% |
| All | +406.7% | +58.1% | +348.5% | +329.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling