+1,122.0%
DELL vs CNH
+7.1%
+1,114.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.4% | +4.1% |
| 7D | +25.6% | +8.8% | +16.8% | +21.7% |
| 30D | +17.7% | +24.7% | -7.0% | +7.3% |
| 3M | +33.4% | +27.3% | +6.1% | +19.8% |
| 6M | +266.2% | +23.2% | +243.1% | +229.5% |
| YTD | +328.0% | +48.9% | +279.1% | +252.8% |
| 1Y | +339.6% | +19.4% | +320.2% | +298.4% |
| 3Y | +694.6% | +7.8% | +686.8% | +639.9% |
| 5Y | +1,122.0% | +8.7% | +1,113.3% | +986.2% |
| All | +1,122.0% | +7.1% | +1,114.9% | +986.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling