+105.2%
CNH vs DG
+105.2%
0.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +3.0% | +0.3% | +2.7% | +3.0% |
| 30D | -0.6% | +3.2% | -3.8% | -1.3% |
| 3M | +14.6% | +10.4% | +4.2% | +12.1% |
| 6M | +11.8% | +33.2% | -21.4% | +4.7% |
| YTD | +30.4% | +3.0% | +27.4% | +28.5% |
| 1Y | +19.1% | +31.2% | -12.2% | +11.1% |
| 3Y | +30.2% | +21.8% | +8.4% | +17.6% |
| 5Y | -17.8% | -35.0% | +17.2% | -12.9% |
| All | +105.2% | +105.2% | 0.0% | +62.5% |
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