+21.2%
CNH vs DG
+21.0%
+0.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.0% | -1.5% | -5.0% |
| 7D | +8.8% | -2.5% | +11.3% | +9.2% |
| 30D | +24.7% | +1.0% | +23.6% | +24.6% |
| 3M | +27.3% | +20.3% | +7.0% | +25.1% |
| 6M | +23.2% | -11.7% | +34.9% | +25.4% |
| YTD | +48.9% | -2.3% | +51.3% | +50.2% |
| All | +21.2% | +21.0% | +0.1% | +23.8% |
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