+37.7%
CAH vs DOC
+21.0%
+16.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +3.5% | -1.4% | +4.8% | +3.6% |
| 30D | +13.5% | +7.2% | +6.3% | +12.9% |
| 3M | +21.8% | -2.5% | +24.3% | +22.0% |
| 6M | +51.5% | +5.3% | +46.2% | +51.4% |
| YTD | +38.1% | +31.2% | +6.9% | +35.9% |
| 1Y | +37.7% | +21.9% | +15.8% | +39.6% |
| All | +37.7% | +21.0% | +16.7% | +39.6% |
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