+75.9%
DE vs CAH
+176.8%
-100.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.6% | -5.1% | +2.5% | -2.2% |
| 30D | +9.0% | +0.2% | +8.9% | +9.0% |
| 3M | +19.1% | +6.3% | +12.8% | +18.6% |
| 6M | +14.4% | +9.4% | +5.0% | +13.7% |
| YTD | +45.9% | +15.0% | +31.0% | +44.3% |
| 1Y | +43.6% | +55.4% | -11.8% | +37.0% |
| 3Y | +75.9% | +173.8% | -97.9% | +49.2% |
| All | +75.9% | +176.8% | -100.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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