+319.1%
DELL vs CNH
+29.2%
+289.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.8% |
| 7D | +14.9% | +23.3% | -8.4% | +11.6% |
| 30D | +13.3% | +33.5% | -20.2% | +9.0% |
| 3M | +24.4% | +32.7% | -8.3% | +19.8% |
| 6M | +258.0% | +22.2% | +235.8% | +254.1% |
| YTD | +320.2% | +57.7% | +262.5% | +310.4% |
| 1Y | +319.1% | +28.0% | +291.1% | +295.0% |
| All | +319.1% | +29.2% | +289.8% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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