+176.5%
DLR vs CAH
+294.8%
-118.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +0.1% | -5.1% | +5.2% | +1.1% |
| 30D | -4.3% | +0.2% | -4.5% | -4.4% |
| 3M | +3.8% | +6.3% | -2.5% | +2.4% |
| 6M | +5.8% | +9.4% | -3.6% | +3.6% |
| YTD | +23.5% | +15.0% | +8.6% | +19.3% |
| 1Y | +11.1% | +55.4% | -44.4% | +0.2% |
| 3Y | +57.9% | +173.8% | -115.9% | +24.3% |
| 5Y | +44.0% | +395.2% | -351.2% | -2.8% |
| All | +176.5% | +294.8% | -118.4% | +85.8% |
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