+22.2%
CNH vs DG
-13.1%
+35.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.8% |
| 7D | +23.3% | +8.4% | +14.9% | +22.2% |
| 30D | +33.5% | +4.9% | +28.5% | +32.6% |
| 3M | +32.7% | +29.3% | +3.4% | +29.6% |
| 6M | +22.2% | -11.3% | +33.4% | +30.0% |
| All | +22.2% | -13.1% | +35.3% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling