+154.0%
CNH vs DGX
+255.3%
-101.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.3% |
| 30D | +26.6% | -1.2% | +27.7% | +27.2% |
| 3M | +31.1% | +15.8% | +15.3% | +22.8% |
| 6M | +24.9% | +18.2% | +6.7% | +15.8% |
| YTD | +48.7% | +37.2% | +11.5% | +29.0% |
| 1Y | +22.2% | +30.4% | -8.2% | +8.0% |
| 3Y | +7.4% | +96.7% | -89.3% | -22.5% |
| 5Y | +10.8% | +67.2% | -56.3% | -15.3% |
| All | +154.0% | +255.3% | -101.4% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling