+4,641.2%
CAH vs DRI
+8,070.6%
-3,429.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +5.9% | -0.7% | +6.6% | +6.1% |
| 30D | +16.5% | +14.7% | +1.8% | +13.4% |
| 3M | +15.7% | +5.4% | +10.3% | +14.4% |
| 6M | +52.7% | +18.8% | +33.9% | +47.1% |
| YTD | +36.3% | +28.4% | +7.9% | +28.8% |
| 1Y | +36.7% | +37.7% | -0.9% | +27.3% |
| 3Y | +178.2% | +68.0% | +110.2% | +145.1% |
| 5Y | +515.8% | +78.8% | +437.0% | +429.4% |
| 10Y | +411.8% | +334.2% | +77.7% | +247.5% |
| All | +4,641.2% | +8,070.6% | -3,429.4% | +1,904.7% |
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 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