-26.7%
DT vs CNH
+11.5%
-38.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -2.5% |
| 7D | -3.3% | +23.3% | -26.6% | -8.0% |
| 30D | +2.0% | +33.5% | -31.4% | -5.0% |
| 3M | +20.0% | +32.7% | -12.7% | +11.3% |
| 6M | +39.3% | +22.2% | +17.1% | +30.7% |
| YTD | +19.8% | +57.7% | -37.9% | +2.4% |
| 1Y | +4.3% | +28.0% | -23.7% | -4.4% |
| 3Y | +7.7% | +11.5% | -3.8% | +1.0% |
| All | -26.7% | +11.5% | -38.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling