-10.8%
DOW vs CNH
+74.3%
-85.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.1% | -5.1% |
| 7D | -2.4% | +23.3% | -25.7% | -12.7% |
| 30D | +0.4% | +33.5% | -33.1% | -14.3% |
| 3M | -14.4% | +32.7% | -47.1% | -27.9% |
| 6M | -7.0% | +22.2% | -29.2% | -20.3% |
| YTD | +30.2% | +57.7% | -27.5% | -3.8% |
| 1Y | +29.2% | +28.0% | +1.2% | +7.3% |
| 3Y | -36.7% | +11.5% | -48.2% | -44.7% |
| 5Y | -37.7% | +11.9% | -49.6% | -48.9% |
| All | -10.8% | +74.3% | -85.1% | -48.2% |
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 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