+8.9%
DOCS vs CAH
+196.0%
-187.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -1.4% | +5.4% | -6.8% | -1.5% |
| 30D | +21.8% | +3.3% | +18.5% | +21.8% |
| 3M | +27.3% | +22.8% | +4.5% | +26.6% |
| 6M | -0.3% | +11.3% | -11.6% | +0.8% |
| YTD | -40.5% | +21.1% | -61.6% | -40.7% |
| 1Y | -61.5% | +67.2% | -128.8% | -64.9% |
| All | +8.9% | +196.0% | -187.1% | -14.2% |
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