+160.7%
CNH vs DAR
+364.6%
-204.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | +32.6% | +7.4% | +25.2% | +28.1% |
| 3M | +29.4% | +15.7% | +13.7% | +20.2% |
| 6M | +26.0% | +30.0% | -4.0% | +10.5% |
| YTD | +52.2% | +87.5% | -35.3% | +13.8% |
| 1Y | +23.9% | +113.4% | -89.5% | -13.7% |
| 3Y | +10.1% | +15.3% | -5.2% | -4.1% |
| 5Y | +13.2% | -4.3% | +17.5% | +2.9% |
| 10Y | +160.7% | +380.2% | -219.5% | +5.8% |
| All | +160.7% | +364.6% | -204.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling