+14,817.8%
CAH vs DD
+959.7%
+13,858.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +0.5% | -0.6% | +1.1% | +0.6% |
| 30D | +1.7% | -7.4% | +9.2% | +3.6% |
| 3M | +17.9% | -6.4% | +24.3% | +19.6% |
| 6M | +10.9% | -2.5% | +13.4% | +10.9% |
| YTD | +17.9% | +10.2% | +7.6% | +13.7% |
| 1Y | +61.7% | +36.9% | +24.8% | +47.2% |
| 3Y | +183.7% | +47.0% | +136.7% | +147.5% |
| 5Y | +401.3% | +63.1% | +338.2% | +319.4% |
| 10Y | +293.7% | +68.2% | +225.5% | +213.5% |
| All | +14,817.8% | +959.7% | +13,858.1% | +7,262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling