+28.0%
CNH vs DGX
+33.7%
-5.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +5.0% | +4.3% |
| 7D | +23.3% | -2.3% | +25.6% | +24.1% |
| 30D | +33.5% | +0.6% | +32.9% | +33.2% |
| 3M | +32.7% | +21.4% | +11.3% | +24.9% |
| 6M | +22.2% | +14.7% | +7.5% | +16.4% |
| YTD | +57.7% | +38.4% | +19.2% | +43.3% |
| 1Y | +28.0% | +34.0% | -6.0% | +16.5% |
| All | +28.0% | +33.7% | -5.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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