+519.4%
CAH vs DT
+97.2%
+422.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.4% |
| 7D | +0.5% | -4.9% | +5.3% | +0.9% |
| 30D | +1.7% | +2.7% | -1.0% | +1.4% |
| 3M | +17.9% | +20.0% | -2.1% | +15.7% |
| 6M | +10.9% | +28.0% | -17.1% | +7.8% |
| YTD | +17.9% | +16.0% | +1.8% | +15.5% |
| 1Y | +61.7% | +0.7% | +61.0% | +60.6% |
| 3Y | +183.7% | +6.2% | +177.6% | +177.7% |
| 5Y | +401.3% | -28.1% | +429.5% | +403.9% |
| All | +519.4% | +97.2% | +422.2% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling