+4,703.6%
CAH vs DRI
+8,063.5%
-3,359.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +13.5% | +9.7% | +3.8% | +11.4% |
| 3M | +21.8% | +3.2% | +18.7% | +21.0% |
| 6M | +51.5% | +20.6% | +31.0% | +45.6% |
| YTD | +38.1% | +28.3% | +9.8% | +30.5% |
| 1Y | +37.7% | +34.5% | +3.2% | +28.8% |
| 3Y | +179.6% | +66.5% | +113.1% | +146.8% |
| 5Y | +504.9% | +79.6% | +425.3% | +419.6% |
| 10Y | +418.6% | +333.8% | +84.8% | +252.1% |
| All | +4,703.6% | +8,063.5% | -3,359.9% | +1,931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling