-51.1%
DOCS vs CAH
+498.1%
-549.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.4% |
| 7D | -1.3% | +6.7% | -8.0% | -1.7% |
| 30D | +19.4% | +14.7% | +4.7% | +18.6% |
| 3M | +53.4% | +12.0% | +41.4% | +52.6% |
| 6M | +28.8% | +36.2% | -7.5% | +27.1% |
| YTD | -25.1% | +31.3% | -56.3% | -26.0% |
| 1Y | -48.1% | +37.1% | -85.2% | -49.1% |
| 3Y | +51.4% | +178.3% | -127.0% | +33.3% |
| 5Y | -51.1% | +497.1% | -548.2% | -61.7% |
| All | -51.1% | +498.1% | -549.2% | -61.7% |
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