+636.7%
DELL vs CAH
+178.5%
+458.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.7% | -5.2% |
| 7D | -1.9% | -5.1% | +3.2% | -1.6% |
| 30D | +14.9% | -1.8% | +16.7% | +15.0% |
| 3M | +37.2% | +9.4% | +27.9% | +36.1% |
| 6M | +254.0% | +9.2% | +244.7% | +252.8% |
| YTD | +306.1% | +15.7% | +290.5% | +300.3% |
| 1Y | +312.3% | +59.7% | +252.5% | +272.6% |
| All | +636.7% | +178.5% | +458.2% | +484.3% |
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