+58.6%
CNH vs DGX
+395.8%
-337.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +8.8% | -0.3% | +9.1% | +9.0% |
| 30D | +24.7% | -1.2% | +25.9% | +25.3% |
| 3M | +27.3% | +19.9% | +7.4% | +17.6% |
| 6M | +23.2% | +19.2% | +3.9% | +13.9% |
| YTD | +48.9% | +37.5% | +11.4% | +29.4% |
| 1Y | +19.4% | +31.3% | -11.9% | +5.4% |
| 3Y | +7.8% | +96.6% | -88.9% | -21.6% |
| 5Y | +8.7% | +64.3% | -55.5% | -15.7% |
| 10Y | +149.5% | +241.1% | -91.6% | +32.4% |
| All | +58.6% | +395.8% | -337.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling