+13.1%
CNH vs DRI
+72.9%
-59.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.3% |
| 7D | +23.3% | +0.6% | +22.7% | +23.0% |
| 30D | +33.5% | +3.8% | +29.6% | +31.2% |
| 3M | +32.7% | +13.0% | +19.7% | +24.9% |
| 6M | +22.2% | +8.3% | +13.9% | +16.8% |
| YTD | +57.7% | +20.6% | +37.1% | +43.0% |
| 1Y | +28.0% | +6.5% | +21.5% | +22.5% |
| 3Y | +11.5% | +53.7% | -42.2% | -11.8% |
| All | +13.1% | +72.9% | -59.8% | -18.2% |
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