+1,145.9%
DELL vs CAH
+393.5%
+752.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.6% | +12.1% |
| 7D | +8.2% | -5.1% | +13.3% | +9.4% |
| 30D | +17.1% | +0.2% | +16.9% | +17.1% |
| 3M | +45.2% | +6.3% | +38.9% | +42.9% |
| 6M | +286.8% | +9.4% | +277.4% | +277.9% |
| YTD | +354.8% | +15.0% | +339.8% | +336.2% |
| 1Y | +358.3% | +55.4% | +302.8% | +293.8% |
| 3Y | +724.9% | +173.8% | +551.1% | +461.4% |
| All | +1,145.9% | +393.5% | +752.4% | +580.3% |
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 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