+13.0%
DLR vs CAH
+38.5%
-25.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.6% |
| 7D | +2.8% | +7.0% | -4.2% | +2.9% |
| 30D | +2.8% | +12.4% | -9.6% | +3.0% |
| 3M | -4.0% | +12.2% | -16.1% | -3.9% |
| 6M | -5.6% | +33.2% | -38.8% | -5.5% |
| YTD | +21.9% | +28.4% | -6.4% | +20.7% |
| 1Y | +13.0% | +35.0% | -22.0% | +11.5% |
| All | +13.0% | +38.5% | -25.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling