+39.3%
DT vs CNH
+21.0%
+18.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -0.6% |
| 7D | -3.3% | +23.3% | -26.6% | +2.4% |
| 30D | +2.0% | +33.5% | -31.4% | +10.4% |
| 3M | +20.0% | +32.7% | -12.7% | +29.7% |
| 6M | +39.3% | +22.2% | +17.1% | +45.8% |
| All | +39.3% | +21.0% | +18.3% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling