+235.7%
DIA vs CAH
+418.0%
-182.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.2% |
| 7D | +2.1% | +3.5% | -1.3% | +1.2% |
| 30D | +1.5% | +13.5% | -12.0% | -2.1% |
| 3M | -2.4% | +21.8% | -24.3% | -7.8% |
| 6M | +6.0% | +51.5% | -45.6% | -6.1% |
| YTD | +10.1% | +38.1% | -28.0% | -0.5% |
| 1Y | +11.8% | +37.7% | -25.9% | +1.1% |
| 3Y | +59.7% | +179.6% | -119.9% | +14.1% |
| 5Y | +57.9% | +504.9% | -447.1% | -13.6% |
| All | +235.7% | +418.0% | -182.3% | +74.4% |
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