+14,787.4%
CAH vs DTE
+3,490.3%
+11,297.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +1.2% | -0.5% | +1.7% | +1.4% |
| 3M | +13.1% | -6.0% | +19.1% | +15.6% |
| 6M | +8.5% | -7.2% | +15.7% | +11.3% |
| YTD | +17.6% | +7.2% | +10.5% | +14.2% |
| 1Y | +60.7% | +4.1% | +56.6% | +57.6% |
| 3Y | +183.2% | +46.9% | +136.3% | +140.8% |
| 5Y | +402.2% | +32.9% | +369.3% | +340.3% |
| 10Y | +302.3% | +144.5% | +157.8% | +172.1% |
| All | +14,787.4% | +3,490.3% | +11,297.1% | +4,035.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling