+179.6%
CAH vs DG
+21.7%
+157.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +13.5% | +3.2% | +10.2% | +13.3% |
| 3M | +21.8% | +10.4% | +11.4% | +21.4% |
| 6M | +51.5% | +33.2% | +18.4% | +50.4% |
| YTD | +38.1% | +3.0% | +35.1% | +37.5% |
| 1Y | +37.7% | +31.2% | +6.5% | +36.6% |
| 3Y | +179.6% | +21.8% | +157.8% | +186.5% |
| All | +179.6% | +21.7% | +157.9% | +186.5% |
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