+2,876.0%
DELL vs CNH
+107.0%
+2,768.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.9% |
| 7D | +17.1% | +6.4% | +10.7% | +14.4% |
| 30D | -35.1% | -1.6% | -33.4% | -34.7% |
| 3M | -23.3% | +11.6% | -34.8% | -27.3% |
| 6M | +55.8% | +12.5% | +43.3% | +44.5% |
| YTD | +198.0% | +31.1% | +166.9% | +158.5% |
| 1Y | +166.6% | +17.0% | +149.6% | +141.9% |
| 3Y | +427.6% | +28.7% | +398.9% | +352.5% |
| 5Y | +630.6% | -17.4% | +648.0% | +626.1% |
| All | +2,876.0% | +107.0% | +2,768.9% | +2,033.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling