+63.6%
DIA vs CAH
+400.5%
-336.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | -2.7% | +1.2% | -3.9% | -3.0% |
| 3M | +3.3% | +13.1% | -9.8% | +0.6% |
| 6M | +10.4% | +8.5% | +2.0% | +8.4% |
| YTD | +10.0% | +17.6% | -7.6% | +5.7% |
| 1Y | +16.2% | +60.7% | -44.5% | +2.7% |
| 3Y | +58.7% | +183.2% | -124.4% | +16.7% |
| 5Y | +63.6% | +402.2% | -338.6% | -3.4% |
| All | +63.6% | +400.5% | -336.9% | -3.4% |
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 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