+287.5%
CAH vs DGX
+255.3%
+32.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +0.2% | -1.2% | +1.3% | +0.6% |
| 3M | +6.3% | +15.8% | -9.5% | +0.5% |
| 6M | +9.4% | +18.2% | -8.8% | +2.4% |
| YTD | +15.0% | +37.2% | -22.2% | +1.5% |
| 1Y | +55.4% | +30.4% | +25.1% | +39.6% |
| 3Y | +173.8% | +96.7% | +77.1% | +106.5% |
| 5Y | +395.2% | +67.2% | +328.0% | +291.2% |
| All | +287.5% | +255.3% | +32.1% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling