+19.4%
CNH vs DRI
+4.8%
+14.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -5.0% |
| 7D | +8.8% | -1.2% | +10.0% | +9.3% |
| 30D | +24.7% | -0.4% | +25.0% | +25.0% |
| 3M | +27.3% | +9.5% | +17.8% | +24.0% |
| 6M | +23.2% | +6.5% | +16.7% | +20.5% |
| YTD | +48.9% | +18.4% | +30.5% | +41.2% |
| 1Y | +19.4% | +4.2% | +15.2% | +9.4% |
| All | +19.4% | +4.8% | +14.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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