+436.9%
DLR vs CNH
+32.2%
+404.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -0.7% |
| 7D | -3.6% | -1.7% | -1.9% | -3.3% |
| 30D | -3.5% | -7.2% | +3.7% | -2.4% |
| 3M | -8.9% | +6.5% | -15.5% | -10.4% |
| 6M | -11.6% | +7.9% | -19.4% | -13.4% |
| YTD | +14.9% | +26.6% | -11.7% | +9.2% |
| 1Y | +6.4% | +13.8% | -7.3% | +2.7% |
| 3Y | +47.3% | +9.2% | +38.1% | +40.8% |
| 5Y | +32.8% | -15.6% | +48.4% | +30.5% |
| 10Y | +169.6% | +119.2% | +50.4% | +115.7% |
| All | +436.9% | +32.2% | +404.7% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling