+105.2%
CNH vs DRI
+331.7%
-226.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +3.0% | +1.1% | +2.0% | +2.7% |
| 30D | -0.6% | +9.7% | -10.3% | -4.2% |
| 3M | +14.6% | +3.2% | +11.5% | +13.1% |
| 6M | +11.8% | +20.6% | -8.8% | +3.2% |
| YTD | +30.4% | +28.3% | +2.2% | +17.2% |
| 1Y | +19.1% | +34.5% | -15.5% | +4.9% |
| 3Y | +30.2% | +66.5% | -36.4% | +4.1% |
| 5Y | -17.8% | +79.6% | -97.5% | -36.9% |
| All | +105.2% | +331.7% | -226.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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