+19.4%
CNH vs DAR
+108.5%
-89.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.9% | -8.5% | -5.7% |
| 7D | +8.8% | -0.9% | +9.7% | +8.9% |
| 30D | +24.7% | +13.0% | +11.7% | +23.3% |
| 3M | +27.3% | +15.0% | +12.3% | +25.4% |
| 6M | +23.2% | +26.8% | -3.7% | +18.7% |
| YTD | +48.9% | +86.4% | -37.5% | +35.4% |
| 1Y | +19.4% | +115.1% | -95.7% | +5.9% |
| All | +19.4% | +108.5% | -89.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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