+30.2%
CNH vs DAR
+33.7%
-3.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +3.0% | +11.6% | -8.5% | +0.3% |
| 30D | -0.6% | -10.2% | +9.7% | +1.9% |
| 3M | +14.6% | -14.8% | +29.5% | +18.7% |
| 6M | +11.8% | -10.1% | +21.8% | +13.6% |
| YTD | +30.4% | +55.5% | -25.1% | +12.9% |
| 1Y | +19.1% | +61.7% | -42.6% | +1.7% |
| 3Y | +30.2% | +37.2% | -7.0% | +10.9% |
| All | +30.2% | +33.7% | -3.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling