+287.5%
CAH vs DTE
+137.8%
+149.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -5.1% | -2.6% | -2.5% | -4.2% |
| 30D | +0.2% | -4.4% | +4.6% | +1.9% |
| 3M | +6.3% | -8.3% | +14.6% | +9.8% |
| 6M | +9.4% | -8.1% | +17.5% | +12.7% |
| YTD | +15.0% | +4.4% | +10.5% | +12.6% |
| 1Y | +55.4% | +0.2% | +55.3% | +54.6% |
| 3Y | +173.8% | +42.6% | +131.2% | +133.7% |
| 5Y | +395.2% | +31.5% | +363.7% | +333.7% |
| All | +287.5% | +137.8% | +149.7% | +191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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