+143.3%
DELL vs CAH
+38.5%
+104.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -7.2% |
| 7D | -24.6% | +7.0% | -31.6% | -22.1% |
| 30D | -32.5% | +12.4% | -44.8% | -28.9% |
| 3M | -20.2% | +12.2% | -32.4% | -15.8% |
| 6M | +76.5% | +33.2% | +43.3% | +96.4% |
| YTD | +198.9% | +28.4% | +170.6% | +239.6% |
| 1Y | +143.3% | +35.0% | +108.3% | +180.6% |
| All | +143.3% | +38.5% | +104.8% | +180.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling