+244.3%
DIA vs CAH
+297.3%
-53.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | -3.0% | -5.1% | +2.1% | -1.6% |
| 30D | -3.0% | -1.8% | -1.2% | -2.6% |
| 3M | +4.5% | +9.4% | -4.9% | +1.8% |
| 6M | +9.8% | +9.2% | +0.5% | +6.7% |
| YTD | +9.3% | +15.7% | -6.4% | +4.0% |
| 1Y | +16.0% | +59.7% | -43.8% | -0.3% |
| 3Y | +57.7% | +178.5% | -120.7% | +12.6% |
| 5Y | +63.8% | +398.3% | -334.5% | -4.2% |
| All | +244.3% | +297.3% | -53.0% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling