+28.0%
CNH vs DG
+23.4%
+4.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.9% |
| 7D | +23.3% | +8.4% | +14.9% | +22.2% |
| 30D | +33.5% | +4.9% | +28.5% | +32.7% |
| 3M | +32.7% | +29.3% | +3.4% | +29.2% |
| 6M | +22.2% | -11.3% | +33.4% | +24.4% |
| YTD | +57.7% | +1.8% | +55.9% | +58.2% |
| 1Y | +28.0% | +25.3% | +2.6% | +31.4% |
| All | +28.0% | +23.4% | +4.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling