+35.3%
CNH vs DG
+21.7%
+13.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +10.7% |
| 7D | +8.6% | +0.7% | +7.9% | +8.4% |
| 30D | +12.6% | +7.4% | +5.1% | +11.7% |
| 3M | +17.5% | +8.5% | +9.0% | +16.5% |
| 6M | +18.1% | +21.9% | -3.8% | +15.6% |
| YTD | +40.4% | +4.9% | +35.5% | +39.4% |
| 1Y | +34.0% | +40.4% | -6.4% | +29.7% |
| 3Y | +35.3% | +23.5% | +11.8% | +18.7% |
| All | +35.3% | +21.7% | +13.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling