+2,662.4%
DELL vs CNH
+106.0%
+2,556.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -7.0% |
| 7D | +4.9% | +3.0% | +1.8% | +3.7% |
| 30D | -32.1% | -0.6% | -31.5% | -32.0% |
| 3M | -30.2% | +14.6% | -44.9% | -34.5% |
| 6M | +41.7% | +11.8% | +29.9% | +31.8% |
| YTD | +176.6% | +30.4% | +146.2% | +140.4% |
| 1Y | +159.9% | +19.1% | +140.9% | +134.1% |
| 3Y | +388.0% | +30.2% | +357.8% | +316.7% |
| 5Y | +578.2% | -17.8% | +596.0% | +575.3% |
| All | +2,662.4% | +106.0% | +2,556.4% | +1,884.1% |
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