+117.6%
DT vs CNH
+81.4%
+36.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.7% | -2.7% |
| 7D | -3.3% | +23.3% | -26.6% | -9.0% |
| 30D | +2.0% | +33.5% | -31.4% | -6.4% |
| 3M | +20.0% | +32.7% | -12.7% | +9.5% |
| 6M | +39.3% | +22.2% | +17.1% | +28.5% |
| YTD | +19.8% | +57.7% | -37.9% | +0.7% |
| 1Y | +4.3% | +28.0% | -23.7% | -6.2% |
| 3Y | +7.7% | +11.5% | -3.8% | -1.5% |
| 5Y | -26.8% | +11.9% | -38.7% | -34.8% |
| All | +117.6% | +81.4% | +36.2% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling