+68.0%
CNH vs DAR
+222.6%
-154.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.4% |
| 7D | +23.3% | +1.4% | +21.9% | +22.6% |
| 30D | +33.5% | +12.8% | +20.7% | +26.6% |
| 3M | +32.7% | +7.4% | +25.4% | +27.6% |
| 6M | +22.2% | +22.3% | -0.1% | +10.9% |
| YTD | +57.7% | +81.1% | -23.4% | +22.0% |
| 1Y | +28.0% | +106.5% | -78.5% | -7.3% |
| 3Y | +11.5% | +5.3% | +6.2% | +1.5% |
| 5Y | +11.9% | -11.5% | +23.4% | +5.9% |
| 10Y | +162.8% | +353.3% | -190.6% | +24.9% |
| All | +68.0% | +222.6% | -154.6% | -12.5% |
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