+35.0%
CAH vs DGX
+45.0%
-9.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +2.7% |
| 7D | +7.0% | +4.1% | +2.9% | +5.9% |
| 30D | +12.4% | +10.5% | +1.8% | +9.7% |
| 3M | +12.2% | +9.8% | +2.3% | +9.5% |
| 6M | +33.2% | +34.6% | -1.3% | +24.1% |
| YTD | +28.4% | +49.8% | -21.5% | +14.5% |
| 1Y | +35.0% | +46.0% | -11.0% | +21.4% |
| All | +35.0% | +45.0% | -9.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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