+32.3%
DLR vs CNH
-14.7%
+47.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.8% |
| 7D | -3.6% | -1.7% | -1.9% | -3.3% |
| 30D | -3.5% | -7.2% | +3.7% | -2.3% |
| 3M | -8.9% | +6.5% | -15.5% | -10.6% |
| 6M | -11.6% | +7.9% | -19.4% | -13.8% |
| YTD | +14.9% | +26.6% | -11.7% | +8.1% |
| 1Y | +6.4% | +13.8% | -7.3% | +2.1% |
| 3Y | +47.3% | +9.2% | +38.1% | +39.2% |
| All | +32.3% | -14.7% | +47.0% | +28.3% |
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 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