+68.0%
CNH vs DD
+160.4%
-92.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.8% |
| 7D | +23.3% | -3.5% | +26.8% | +25.9% |
| 30D | +33.5% | -10.3% | +43.8% | +42.4% |
| 3M | +32.7% | -7.5% | +40.3% | +38.7% |
| 6M | +22.2% | -8.0% | +30.2% | +27.9% |
| YTD | +57.7% | +10.5% | +47.2% | +47.3% |
| 1Y | +28.0% | +38.3% | -10.3% | +3.3% |
| 3Y | +11.5% | +42.5% | -31.0% | -13.9% |
| 5Y | +11.9% | +60.2% | -48.3% | -20.6% |
| 10Y | +162.8% | +68.9% | +93.9% | +66.7% |
| All | +68.0% | +160.4% | -92.4% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling