-43.0%
DT vs CNH
-14.7%
-28.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -24.7% | -1.7% | -23.0% | -24.4% |
| 30D | -27.4% | -7.2% | -20.1% | -26.3% |
| 3M | -11.1% | +6.5% | -17.7% | -13.2% |
| 6M | +13.7% | +7.9% | +5.8% | +9.6% |
| YTD | +0.2% | +26.6% | -26.4% | -10.2% |
| 1Y | -5.7% | +13.8% | -19.4% | -12.6% |
| 3Y | -8.1% | +9.2% | -17.3% | -17.1% |
| All | -43.0% | -14.7% | -28.3% | -45.4% |
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