+38.5%
CAH vs DOC
+20.9%
+17.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +8.5% | +6.5% | +2.0% | +8.0% |
| 30D | +17.0% | +9.2% | +7.9% | +16.3% |
| 3M | +14.6% | -2.5% | +17.1% | +14.8% |
| 6M | +42.5% | +7.1% | +35.5% | +42.2% |
| YTD | +33.5% | +33.0% | +0.5% | +30.9% |
| 1Y | +38.5% | +23.3% | +15.3% | +40.6% |
| All | +38.5% | +20.9% | +17.6% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling