+8.7%
CNH vs DD
+61.7%
-53.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.4% |
| 7D | +8.8% | -0.6% | +9.4% | +9.2% |
| 30D | +24.7% | -7.4% | +32.1% | +30.8% |
| 3M | +27.3% | -6.4% | +33.8% | +32.4% |
| 6M | +23.2% | -2.5% | +25.6% | +24.4% |
| YTD | +48.9% | +10.2% | +38.7% | +38.6% |
| 1Y | +19.4% | +36.9% | -17.5% | -4.4% |
| 3Y | +7.8% | +47.0% | -39.3% | -20.1% |
| 5Y | +8.7% | +63.1% | -54.4% | -27.9% |
| All | +8.7% | +61.7% | -53.0% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling