+694.6%
DELL vs CNH
+7.5%
+687.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +3.7% |
| 7D | +25.6% | +8.8% | +16.8% | +22.2% |
| 30D | +17.7% | +24.7% | -7.0% | +8.9% |
| 3M | +33.4% | +27.3% | +6.1% | +21.9% |
| 6M | +266.2% | +23.2% | +243.1% | +236.1% |
| YTD | +328.0% | +48.9% | +279.1% | +262.4% |
| 1Y | +339.6% | +19.4% | +320.2% | +307.9% |
| 3Y | +694.6% | +7.8% | +686.8% | +633.3% |
| All | +694.6% | +7.5% | +687.1% | +633.3% |
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