-5.9%
DT vs CNH
+33.2%
-39.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.9% | -9.7% | +2.7% |
| 7D | -20.2% | +8.6% | -28.8% | -19.4% |
| 30D | -30.8% | +12.6% | -43.3% | -29.5% |
| 3M | -10.2% | +17.5% | -27.7% | -6.8% |
| 6M | +8.0% | +18.1% | -10.1% | +12.4% |
| YTD | +1.5% | +40.4% | -38.9% | +3.0% |
| All | -5.9% | +33.2% | -39.1% | -3.6% |
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