+400.9%
DELL vs CNH
+32.9%
+367.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.9% | -5.5% | +1.7% |
| 7D | -11.8% | +8.6% | -20.4% | -14.2% |
| 30D | -40.8% | +12.6% | -53.4% | -43.2% |
| 3M | -23.6% | +17.5% | -41.1% | -28.3% |
| 6M | +33.4% | +18.1% | +15.3% | +23.5% |
| YTD | +178.0% | +40.4% | +137.6% | +137.0% |
| 1Y | +138.6% | +34.0% | +104.6% | +107.2% |
| 3Y | +400.9% | +35.3% | +365.6% | +370.1% |
| All | +400.9% | +32.9% | +367.9% | +370.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling