+13.2%
CNH vs DG
-39.5%
+52.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.5% |
| 7D | +1.8% | -4.8% | +6.7% | +2.5% |
| 30D | +32.6% | +1.8% | +30.9% | +32.4% |
| 3M | +29.4% | +14.5% | +15.0% | +27.1% |
| 6M | +26.0% | -13.6% | +39.5% | +28.0% |
| YTD | +52.2% | -4.8% | +57.1% | +52.8% |
| 1Y | +23.9% | +21.6% | +2.3% | +20.3% |
| 3Y | +10.1% | +4.5% | +5.7% | +5.9% |
| 5Y | +13.2% | -38.5% | +51.6% | +16.2% |
| All | +13.2% | -39.5% | +52.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling