+4,114.1%
CAH vs DRI
+7,577.7%
-3,463.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +3.3% | +3.8% | -0.5% | +2.5% |
| 3M | +22.8% | +13.0% | +9.8% | +19.7% |
| 6M | +11.3% | +8.3% | +3.0% | +9.1% |
| YTD | +21.1% | +20.6% | +0.5% | +16.0% |
| 1Y | +67.2% | +6.5% | +60.8% | +63.8% |
| 3Y | +195.6% | +53.7% | +141.9% | +165.3% |
| 5Y | +413.8% | +72.7% | +341.2% | +344.5% |
| 10Y | +309.6% | +363.2% | -53.6% | +174.9% |
| All | +4,114.1% | +7,577.7% | -3,463.5% | +1,705.6% |
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