-12.8%
DT vs CNH
+29.5%
-42.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.1% | +3.0% | +0.1% | +2.8% |
| 30D | -29.5% | -0.6% | -29.0% | -29.5% |
| 3M | -11.7% | +14.6% | -26.4% | -13.1% |
| 6M | +29.0% | +11.8% | +17.2% | +26.7% |
| YTD | +3.4% | +30.4% | -27.1% | -3.8% |
| 1Y | -4.2% | +19.1% | -23.3% | -8.8% |
| 3Y | -12.8% | +30.2% | -43.0% | -19.1% |
| All | -12.8% | +29.5% | -42.4% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling