-17.6%
CNH vs DRI
+78.6%
-96.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.0% | +1.1% | +2.0% | +2.6% |
| 30D | -0.6% | +9.7% | -10.3% | -4.8% |
| 3M | +14.6% | +3.2% | +11.5% | +12.8% |
| 6M | +11.8% | +20.6% | -8.8% | +1.6% |
| YTD | +30.4% | +28.3% | +2.2% | +14.4% |
| 1Y | +19.1% | +34.5% | -15.5% | +1.8% |
| 3Y | +30.2% | +66.5% | -36.4% | -2.0% |
| All | -17.6% | +78.6% | -96.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling