+34.8%
CNH vs DRI
+723.2%
-688.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -1.7% | +2.8% | -4.5% | -2.8% |
| 30D | -7.2% | +13.3% | -20.5% | -11.6% |
| 3M | +6.5% | +8.2% | -1.6% | +3.2% |
| 6M | +7.9% | +17.5% | -9.7% | +0.7% |
| YTD | +26.6% | +26.9% | -0.3% | +14.5% |
| 1Y | +13.8% | +31.6% | -17.8% | +1.4% |
| 3Y | +9.2% | +67.0% | -57.8% | -12.2% |
| 5Y | -15.6% | +72.9% | -88.5% | -33.7% |
| 10Y | +119.2% | +371.3% | -252.1% | +17.9% |
| All | +34.8% | +723.2% | -688.3% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling