+411.5%
CAH vs DOC
+20.6%
+390.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.5% | -1.4% | +4.8% | +3.8% |
| 30D | +13.5% | +7.2% | +6.3% | +11.5% |
| 3M | +21.8% | -2.5% | +24.3% | +22.4% |
| 6M | +51.5% | +5.3% | +46.2% | +49.2% |
| YTD | +38.1% | +31.2% | +6.9% | +27.4% |
| 1Y | +37.7% | +21.9% | +15.8% | +29.6% |
| 3Y | +179.6% | +53.9% | +125.7% | +140.2% |
| 5Y | +504.9% | -21.7% | +526.7% | +534.7% |
| All | +411.5% | +20.6% | +390.9% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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