+28.5%
CNH vs DG
+41.0%
-12.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.4% |
| 7D | +4.5% | +5.2% | -0.7% | +3.8% |
| 30D | +7.6% | +7.9% | -0.3% | +6.6% |
| 3M | +17.0% | +12.7% | +4.3% | +15.3% |
| 6M | +12.9% | +22.4% | -9.5% | +10.2% |
| YTD | +34.3% | +5.4% | +28.8% | +34.5% |
| 1Y | +28.5% | +39.4% | -10.9% | +27.0% |
| All | +28.5% | +41.0% | -12.5% | +27.0% |
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