+1,129.1%
DIA vs CAH
+1,652.0%
-522.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -0.2% | +5.4% | -5.6% | -1.7% |
| 30D | -1.5% | +3.3% | -4.8% | -2.5% |
| 3M | +3.8% | +22.8% | -19.0% | -2.4% |
| 6M | +10.3% | +11.3% | -1.0% | +6.4% |
| YTD | +12.1% | +21.1% | -9.0% | +5.1% |
| 1Y | +18.6% | +67.2% | -48.6% | +0.6% |
| 3Y | +60.6% | +195.6% | -135.0% | +13.5% |
| 5Y | +64.4% | +413.8% | -349.4% | -2.6% |
| 10Y | +250.1% | +309.6% | -59.5% | +108.5% |
| All | +1,129.1% | +1,652.0% | -522.9% | +348.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling