+625.6%
CAH vs DT
+75.7%
+550.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.5% | +3.1% | +0.3% | +3.2% |
| 30D | +13.5% | -29.5% | +43.0% | +16.8% |
| 3M | +21.8% | -11.7% | +33.6% | +22.8% |
| 6M | +51.5% | +29.0% | +22.5% | +47.0% |
| YTD | +38.1% | +3.4% | +34.7% | +36.3% |
| 1Y | +37.7% | -4.2% | +41.9% | +37.0% |
| 3Y | +179.6% | -12.8% | +192.4% | +178.3% |
| 5Y | +504.9% | -39.6% | +544.5% | +519.0% |
| All | +625.6% | +75.7% | +550.0% | +505.0% |
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