+7.4%
CNH vs DGX
+96.4%
-89.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | +26.6% | -1.2% | +27.7% | +27.0% |
| 3M | +31.1% | +15.8% | +15.3% | +25.1% |
| 6M | +24.9% | +18.2% | +6.7% | +18.2% |
| YTD | +48.7% | +37.2% | +11.5% | +34.3% |
| 1Y | +22.2% | +30.4% | -8.2% | +11.9% |
| 3Y | +7.4% | +96.7% | -89.3% | -15.4% |
| All | +7.4% | +96.4% | -89.0% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling