+12.8%
CNH vs DRI
+60.6%
-47.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.3% |
| 7D | +23.3% | +0.6% | +22.7% | +23.1% |
| 30D | +33.5% | +3.8% | +29.6% | +31.5% |
| 3M | +32.7% | +13.0% | +19.7% | +25.9% |
| 6M | +22.2% | +8.3% | +13.9% | +17.5% |
| YTD | +57.7% | +20.6% | +37.1% | +44.5% |
| 1Y | +28.0% | +6.5% | +21.5% | +23.1% |
| All | +12.8% | +60.6% | -47.8% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling