+155.0%
CNH vs DG
+108.0%
+47.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.5% | -4.7% |
| 7D | +8.8% | -2.5% | +11.3% | +9.4% |
| 30D | +24.7% | +1.0% | +23.6% | +24.4% |
| 3M | +27.3% | +20.3% | +7.0% | +22.3% |
| 6M | +23.2% | -11.7% | +34.9% | +25.8% |
| YTD | +48.9% | -2.3% | +51.3% | +48.7% |
| 1Y | +19.4% | +20.0% | -0.6% | +13.5% |
| 3Y | +7.8% | +7.2% | +0.5% | +0.5% |
| 5Y | +8.7% | -37.9% | +46.7% | +16.6% |
| All | +155.0% | +108.0% | +47.1% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling