+43.0%
CNH vs DD
+210.4%
-167.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -5.1% |
| 7D | +4.5% | +2.2% | +2.3% | +3.3% |
| 30D | +7.6% | +20.7% | -13.0% | -4.2% |
| 3M | +17.0% | +11.3% | +5.7% | +9.1% |
| 6M | +12.9% | +6.0% | +7.0% | +8.3% |
| YTD | +34.3% | +31.7% | +2.6% | +12.4% |
| 1Y | +28.5% | +32.2% | -3.7% | +7.2% |
| 3Y | +31.9% | +92.7% | -60.8% | -15.4% |
| 5Y | -9.6% | +72.1% | -81.7% | -38.6% |
| 10Y | +106.3% | +99.7% | +6.6% | +17.7% |
| All | +43.0% | +210.4% | -167.4% | -29.0% |
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