+12.8%
CNH vs DD
+46.1%
-33.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.8% |
| 7D | +23.3% | -3.5% | +26.8% | +25.7% |
| 30D | +33.5% | -10.3% | +43.8% | +41.8% |
| 3M | +32.7% | -7.5% | +40.3% | +38.4% |
| 6M | +22.2% | -8.0% | +30.2% | +27.4% |
| YTD | +57.7% | +10.5% | +47.2% | +48.2% |
| 1Y | +28.0% | +38.3% | -10.3% | +5.3% |
| All | +12.8% | +46.1% | -33.4% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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