+10.2%
CNH vs DGX
+59.5%
-49.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.0% | -2.2% |
| 7D | -2.5% | -3.5% | +1.0% | -1.2% |
| 30D | +27.0% | -2.7% | +29.7% | +28.3% |
| 3M | +32.6% | +13.9% | +18.7% | +26.3% |
| 6M | +23.6% | +16.0% | +7.6% | +16.8% |
| YTD | +47.8% | +34.9% | +12.9% | +32.0% |
| 1Y | +21.3% | +30.6% | -9.3% | +9.3% |
| 3Y | +7.0% | +93.0% | -86.0% | -18.6% |
| 5Y | +10.2% | +64.4% | -54.2% | -16.4% |
| All | +10.2% | +59.5% | -49.3% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling