+504.7%
CAH vs DOC
-21.4%
+526.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +8.5% | +6.5% | +2.0% | +7.6% |
| 30D | +17.0% | +9.2% | +7.9% | +15.7% |
| 3M | +14.3% | -2.5% | +16.8% | +14.6% |
| 6M | +42.2% | +7.1% | +35.1% | +40.8% |
| YTD | +33.2% | +33.0% | +0.2% | +27.7% |
| 1Y | +38.2% | +23.3% | +14.9% | +34.1% |
| 3Y | +178.4% | +44.9% | +133.4% | +159.4% |
| All | +504.7% | -21.4% | +526.1% | +571.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling