+105.2%
CNH vs DTE
+152.1%
-46.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.0% | +3.4% | -0.4% | +1.3% |
| 30D | -0.6% | +8.9% | -9.5% | -4.8% |
| 3M | +14.6% | +1.1% | +13.6% | +13.9% |
| 6M | +11.8% | +0.1% | +11.7% | +11.6% |
| YTD | +30.4% | +11.1% | +19.4% | +23.2% |
| 1Y | +19.1% | +4.9% | +14.1% | +15.7% |
| 3Y | +30.2% | +58.6% | -28.4% | -0.4% |
| 5Y | -17.8% | +47.3% | -65.1% | -35.5% |
| All | +105.2% | +152.1% | -46.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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