+180.2%
CAH vs DT
+6.3%
+173.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +1.2% | +0.1% | +1.1% | +1.1% |
| 3M | +13.1% | +24.1% | -11.0% | +11.9% |
| 6M | +8.5% | +30.1% | -21.6% | +6.9% |
| YTD | +17.6% | +16.8% | +0.9% | +17.3% |
| 1Y | +60.7% | -0.1% | +60.8% | +62.8% |
| All | +180.2% | +6.3% | +173.9% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling