+45.7%
CNH vs DG
+186.4%
-140.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.7% | -3.0% | +9.6% | +7.3% |
| 30D | +7.2% | +8.6% | -1.4% | +5.3% |
| 3M | +17.5% | +15.0% | +2.5% | +14.0% |
| 6M | +15.0% | +32.7% | -17.7% | +7.9% |
| YTD | +36.8% | +5.5% | +31.3% | +34.1% |
| 1Y | +27.6% | +34.6% | -7.0% | +18.6% |
| 3Y | +34.3% | +24.2% | +10.1% | +21.5% |
| 5Y | -12.2% | -32.3% | +20.0% | -9.0% |
| 10Y | +113.9% | +111.1% | +2.8% | +68.8% |
| All | +45.7% | +186.4% | -140.8% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling