+12.8%
CNH vs DAR
+13.3%
-0.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | +23.3% | +1.4% | +21.9% | +22.9% |
| 30D | +33.5% | +12.8% | +20.7% | +28.9% |
| 3M | +32.7% | +7.4% | +25.4% | +29.4% |
| 6M | +22.2% | +22.3% | -0.1% | +14.3% |
| YTD | +57.7% | +81.1% | -23.4% | +31.4% |
| 1Y | +28.0% | +106.5% | -78.5% | +1.7% |
| All | +12.8% | +13.3% | -0.5% | +1.4% |
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