+287.5%
CAH vs DG
+101.8%
+185.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.1% | -6.5% | +1.4% | -4.0% |
| 30D | +0.2% | +4.2% | -4.0% | -0.6% |
| 3M | +6.3% | +9.5% | -3.2% | +4.5% |
| 6M | +9.4% | -13.1% | +22.5% | +11.4% |
| YTD | +15.0% | -4.8% | +19.8% | +15.0% |
| 1Y | +55.4% | +20.6% | +34.8% | +48.5% |
| 3Y | +173.8% | +4.9% | +168.9% | +158.3% |
| 5Y | +395.2% | -37.9% | +433.1% | +428.2% |
| All | +287.5% | +101.8% | +185.7% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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