+55.8%
DOCS vs CAH
+180.3%
-124.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.4% |
| 7D | -1.3% | +6.7% | -8.0% | -1.5% |
| 30D | +19.4% | +14.7% | +4.7% | +19.0% |
| 3M | +53.4% | +12.0% | +41.4% | +53.1% |
| 6M | +28.8% | +36.2% | -7.5% | +28.6% |
| YTD | -25.1% | +31.3% | -56.3% | -25.2% |
| 1Y | -48.1% | +37.1% | -85.2% | -48.7% |
| All | +55.8% | +180.3% | -124.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling