+160.7%
CNH vs DD
+64.9%
+95.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.9% |
| 7D | +1.8% | -3.8% | +5.6% | +4.3% |
| 30D | +32.6% | -9.2% | +41.9% | +40.9% |
| 3M | +29.4% | -9.0% | +38.4% | +36.9% |
| 6M | +26.0% | -5.0% | +30.9% | +29.3% |
| YTD | +52.2% | +7.4% | +44.8% | +43.9% |
| 1Y | +23.9% | +35.1% | -11.2% | -0.1% |
| 3Y | +10.1% | +43.2% | -33.1% | -17.0% |
| 5Y | +13.2% | +59.6% | -46.5% | -22.0% |
| 10Y | +160.7% | +66.5% | +94.1% | +58.5% |
| All | +160.7% | +64.9% | +95.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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