+394.0%
CAH vs DG
-37.9%
+431.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -5.1% | -6.5% | +1.4% | -4.6% |
| 30D | +0.2% | +4.2% | -4.0% | -0.1% |
| 3M | +6.3% | +9.5% | -3.2% | +5.5% |
| 6M | +9.4% | -13.1% | +22.5% | +10.2% |
| YTD | +15.0% | -4.8% | +19.8% | +15.0% |
| 1Y | +55.4% | +20.6% | +34.8% | +52.5% |
| 3Y | +173.8% | +4.9% | +168.9% | +167.3% |
| All | +394.0% | -37.9% | +431.9% | +413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling