-54.2%
DOCS vs CAH
+505.8%
-560.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -0.8% | +8.5% | -9.2% | -1.2% |
| 30D | +17.4% | +17.0% | +0.4% | +16.5% |
| 3M | +57.4% | +14.3% | +43.0% | +56.3% |
| 6M | +26.5% | +42.2% | -15.7% | +24.5% |
| YTD | -26.6% | +33.2% | -59.7% | -27.5% |
| 1Y | -48.1% | +38.2% | -86.3% | -49.0% |
| 3Y | +52.6% | +178.4% | -125.7% | +34.5% |
| All | -54.2% | +505.8% | -560.0% | -64.0% |
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 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