+180.7%
CAH vs DRI
+56.7%
+124.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | +0.5% | -1.2% | +1.7% | +0.6% |
| 30D | +1.7% | -0.4% | +2.1% | +1.7% |
| 3M | +17.9% | +9.5% | +8.4% | +17.0% |
| 6M | +10.9% | +6.5% | +4.5% | +10.3% |
| YTD | +17.9% | +18.4% | -0.6% | +16.2% |
| 1Y | +61.7% | +4.2% | +57.5% | +61.4% |
| All | +180.7% | +56.7% | +124.0% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling