+3,595.7%
DLR vs CAH
+1,071.9%
+2,523.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.6% | +5.4% | -3.8% | -0.1% |
| 30D | -3.4% | +3.3% | -6.7% | -4.5% |
| 3M | +0.5% | +22.8% | -22.3% | -6.2% |
| 6M | +4.6% | +11.3% | -6.7% | +0.5% |
| YTD | +23.4% | +21.1% | +2.3% | +14.8% |
| 1Y | +19.0% | +67.2% | -48.2% | -1.2% |
| 3Y | +56.5% | +195.6% | -139.1% | +5.1% |
| 5Y | +33.3% | +413.8% | -380.5% | -28.1% |
| 10Y | +165.1% | +309.6% | -144.4% | +41.6% |
| All | +3,595.7% | +1,071.9% | +2,523.7% | +1,001.0% |
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