+55.4%
CAH vs DG
+19.2%
+36.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -5.1% | -6.5% | +1.4% | -4.7% |
| 30D | +0.2% | +4.2% | -4.0% | 0.0% |
| 3M | +6.3% | +9.5% | -3.2% | +5.8% |
| 6M | +9.4% | -13.1% | +22.5% | +9.1% |
| YTD | +15.0% | -4.8% | +19.8% | +14.4% |
| 1Y | +55.4% | +20.6% | +34.8% | +54.4% |
| All | +55.4% | +19.2% | +36.3% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling