+152.5%
CNH vs DTE
+141.0%
+11.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.2% |
| 7D | -2.5% | -2.0% | -0.5% | -1.5% |
| 30D | +27.0% | -2.4% | +29.4% | +28.4% |
| 3M | +32.6% | -7.3% | +39.9% | +37.7% |
| 6M | +23.6% | -7.6% | +31.2% | +28.5% |
| YTD | +47.8% | +5.8% | +42.0% | +43.1% |
| 1Y | +21.3% | +2.3% | +18.9% | +19.2% |
| 3Y | +7.0% | +45.0% | -38.1% | -14.1% |
| 5Y | +10.2% | +33.2% | -23.0% | -8.6% |
| All | +152.5% | +141.0% | +11.5% | +65.0% |
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