+1,108.3%
CAH vs DG
+606.1%
+502.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | +5.4% | +8.4% | -3.0% | +3.9% |
| 30D | +3.3% | +4.9% | -1.6% | +2.4% |
| 3M | +22.8% | +29.3% | -6.5% | +17.0% |
| 6M | +11.3% | -11.3% | +22.5% | +13.0% |
| YTD | +21.1% | +1.8% | +19.4% | +19.8% |
| 1Y | +67.2% | +25.3% | +41.9% | +58.2% |
| 3Y | +195.6% | +9.1% | +186.5% | +176.7% |
| 5Y | +413.8% | -34.9% | +448.7% | +435.0% |
| 10Y | +309.6% | +108.2% | +201.4% | +217.6% |
| All | +1,108.3% | +606.1% | +502.2% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling