+14,337.8%
DE vs CAH
+14,665.6%
-327.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +9.6% | +1.7% | +7.9% | +9.1% |
| 3M | +19.0% | +17.9% | +1.1% | +13.6% |
| 6M | +16.1% | +10.9% | +5.1% | +12.3% |
| YTD | +47.0% | +17.9% | +29.2% | +39.5% |
| 1Y | +43.1% | +61.7% | -18.5% | +23.7% |
| 3Y | +77.5% | +183.7% | -106.2% | +29.4% |
| 5Y | +96.4% | +401.3% | -305.0% | +21.4% |
| 10Y | +852.9% | +293.7% | +559.2% | +498.2% |
| All | +14,337.8% | +14,665.6% | -327.8% | +4,223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling