+42.1%
DLR vs CAH
+400.5%
-358.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.2% |
| 30D | -1.2% | +1.2% | -2.3% | -1.4% |
| 3M | +2.9% | +13.1% | -10.2% | +1.1% |
| 6M | +6.7% | +8.5% | -1.8% | +5.3% |
| YTD | +23.9% | +17.6% | +6.2% | +20.5% |
| 1Y | +18.6% | +60.7% | -42.0% | +9.3% |
| 3Y | +59.7% | +183.2% | -123.5% | +31.7% |
| 5Y | +42.1% | +402.2% | -360.1% | -4.4% |
| All | +42.1% | +400.5% | -358.4% | -4.4% |
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