-5.5%
DT vs CNH
+31.1%
-36.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +2.0% |
| 7D | -5.4% | +6.7% | -12.1% | -4.6% |
| 30D | -32.2% | +7.2% | -39.4% | -31.4% |
| 3M | -10.9% | +17.5% | -28.4% | -7.4% |
| 6M | +10.0% | +15.0% | -5.0% | +14.0% |
| YTD | +2.1% | +36.8% | -34.7% | +3.4% |
| 1Y | -5.5% | +27.6% | -33.1% | -3.1% |
| All | -5.5% | +31.1% | -36.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling