+32.3%
DLR vs CAH
+505.3%
-473.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | +3.3% | +3.5% | -0.1% | +2.9% |
| 30D | +4.6% | +13.5% | -8.9% | +2.9% |
| 3M | -8.3% | +21.8% | -30.1% | -10.6% |
| 6M | -5.6% | +51.5% | -57.2% | -10.8% |
| YTD | +18.7% | +38.1% | -19.4% | +13.2% |
| 1Y | +17.1% | +37.7% | -20.6% | +11.7% |
| 3Y | +54.4% | +179.6% | -125.3% | +29.4% |
| All | +32.3% | +505.3% | -473.0% | -12.1% |
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