+17,377.4%
CAH vs DD
+1,141.0%
+16,236.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +3.5% | +5.0% | -1.5% | +2.2% |
| 30D | +13.5% | +19.7% | -6.2% | +8.3% |
| 3M | +21.8% | +7.2% | +14.7% | +19.4% |
| 6M | +51.5% | +1.0% | +50.5% | +50.2% |
| YTD | +38.1% | +29.1% | +9.0% | +27.8% |
| 1Y | +37.7% | +28.5% | +9.2% | +27.5% |
| 3Y | +179.6% | +89.4% | +90.2% | +128.5% |
| 5Y | +504.9% | +67.1% | +437.8% | +403.0% |
| 10Y | +418.6% | +97.5% | +321.0% | +295.5% |
| All | +17,377.4% | +1,141.0% | +16,236.4% | +8,169.7% |
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 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