+124.0%
CNH vs DRI
+370.8%
-246.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.3% |
| 7D | +8.6% | +3.1% | +5.4% | +7.2% |
| 30D | +12.6% | +16.2% | -3.7% | +6.0% |
| 3M | +17.5% | +8.4% | +9.1% | +13.7% |
| 6M | +18.1% | +19.0% | -0.9% | +9.6% |
| YTD | +40.4% | +28.8% | +11.6% | +25.9% |
| 1Y | +34.0% | +33.1% | +0.9% | +18.5% |
| 3Y | +35.3% | +70.8% | -35.5% | +7.1% |
| 5Y | -5.1% | +74.2% | -79.3% | -26.3% |
| 10Y | +124.0% | +345.5% | -221.5% | +31.2% |
| All | +124.0% | +370.8% | -246.7% | +31.2% |
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