+346.9%
DELL vs CNH
+22.6%
+324.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.1% |
| 7D | +8.7% | +1.8% | +6.9% | +8.3% |
| 30D | +16.9% | +32.6% | -15.7% | +12.6% |
| 3M | +40.4% | +29.4% | +11.0% | +35.8% |
| 6M | +267.1% | +26.0% | +241.1% | +259.1% |
| YTD | +329.1% | +52.2% | +276.9% | +321.4% |
| 1Y | +346.9% | +23.9% | +323.1% | +323.5% |
| All | +346.9% | +22.6% | +324.4% | +323.5% |
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