+68.0%
CNH vs DTE
+273.8%
-205.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.4% |
| 7D | +23.3% | +0.2% | +23.1% | +23.2% |
| 30D | +33.5% | -2.6% | +36.0% | +35.0% |
| 3M | +32.7% | -3.9% | +36.6% | +35.1% |
| 6M | +22.2% | -7.9% | +30.1% | +26.9% |
| YTD | +57.7% | +7.2% | +50.5% | +52.2% |
| 1Y | +28.0% | +3.1% | +24.9% | +25.6% |
| 3Y | +11.5% | +47.6% | -36.0% | -9.5% |
| 5Y | +11.9% | +32.7% | -20.9% | -5.3% |
| 10Y | +162.8% | +138.8% | +24.0% | +71.9% |
| All | +68.0% | +273.8% | -205.9% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling