-48.1%
DOCS vs CAH
+38.8%
-86.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.6% |
| 7D | -0.8% | +8.5% | -9.2% | +1.8% |
| 30D | +17.4% | +17.0% | +0.4% | +23.9% |
| 3M | +57.4% | +14.6% | +42.8% | +65.2% |
| 6M | +26.5% | +42.5% | -16.0% | +53.0% |
| YTD | -26.6% | +33.5% | -60.1% | -10.2% |
| 1Y | -48.1% | +38.5% | -86.6% | -34.0% |
| All | -48.1% | +38.8% | -86.8% | -34.0% |
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 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