+99.6%
DE vs CAH
+393.5%
-293.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.6% | -5.1% | +2.5% | -1.5% |
| 30D | +9.0% | +0.2% | +8.9% | +8.9% |
| 3M | +19.1% | +6.3% | +12.8% | +17.4% |
| 6M | +14.4% | +9.4% | +5.0% | +11.9% |
| YTD | +45.9% | +15.0% | +31.0% | +40.5% |
| 1Y | +43.6% | +55.4% | -11.8% | +26.4% |
| 3Y | +75.9% | +173.8% | -97.9% | +23.6% |
| All | +99.6% | +393.5% | -293.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling