+504.1%
CAH vs DT
+100.3%
+403.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -5.1% | -1.6% | -3.5% | -5.0% |
| 30D | +0.2% | +3.0% | -2.9% | -0.2% |
| 3M | +6.3% | +26.5% | -20.2% | +3.8% |
| 6M | +9.4% | +35.9% | -26.5% | +5.7% |
| YTD | +15.0% | +17.8% | -2.9% | +12.5% |
| 1Y | +55.4% | +4.1% | +51.4% | +53.9% |
| 3Y | +173.8% | +5.3% | +168.5% | +168.3% |
| 5Y | +395.2% | -27.2% | +422.4% | +397.2% |
| All | +504.1% | +100.3% | +403.8% | +399.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling