+34.8%
CNH vs DAR
+148.3%
-113.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -1.7% | -9.9% | +8.2% | +2.3% |
| 30D | -7.2% | -16.4% | +9.2% | -0.8% |
| 3M | +6.5% | -17.1% | +23.6% | +13.5% |
| 6M | +7.9% | -20.5% | +28.3% | +16.0% |
| YTD | +26.6% | +39.4% | -12.8% | +8.0% |
| 1Y | +13.8% | +57.2% | -43.5% | -8.0% |
| 3Y | +9.2% | +13.9% | -4.7% | -4.9% |
| 5Y | -15.6% | -40.8% | +25.2% | -6.3% |
| 10Y | +119.2% | +276.2% | -157.0% | +12.7% |
| All | +34.8% | +148.3% | -113.5% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling