+175.5%
CAH vs DG
+3.3%
+172.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -5.1% | -6.3% | +1.2% | -4.9% |
| 30D | -1.8% | +2.4% | -4.2% | -1.8% |
| 3M | +9.4% | +12.4% | -3.1% | +9.0% |
| 6M | +9.2% | -14.9% | +24.2% | +9.4% |
| YTD | +15.7% | -6.1% | +21.7% | +15.6% |
| 1Y | +59.7% | +17.9% | +41.9% | +58.7% |
| All | +175.5% | +3.3% | +172.2% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling