+152.5%
CNH vs DVA
+187.5%
-35.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +27.0% | +1.7% | +25.3% | +26.4% |
| 3M | +32.6% | -8.7% | +41.3% | +35.2% |
| 6M | +23.6% | +19.7% | +3.9% | +15.3% |
| YTD | +47.8% | +59.6% | -11.8% | +25.3% |
| 1Y | +21.3% | +37.1% | -15.8% | +7.6% |
| 3Y | +7.0% | +89.8% | -82.8% | -16.6% |
| 5Y | +10.2% | +47.4% | -37.2% | -9.8% |
| All | +152.5% | +187.5% | -35.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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