+406.7%
CAH vs DRI
+65.0%
+341.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -2.2% | -4.8% | +2.6% | -1.5% |
| 30D | +1.2% | -3.9% | +5.1% | +1.8% |
| 3M | +13.1% | +5.1% | +8.0% | +12.1% |
| 6M | +8.5% | +5.5% | +3.0% | +7.3% |
| YTD | +17.6% | +16.5% | +1.1% | +14.4% |
| 1Y | +60.7% | +2.0% | +58.7% | +59.6% |
| 3Y | +183.2% | +54.5% | +128.7% | +157.0% |
| All | +406.7% | +65.0% | +341.7% | +339.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling