+240.9%
DIA vs CNH
+134.0%
+106.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.9% | -8.7% | -1.0% |
| 7D | +0.8% | +8.6% | -7.8% | -1.8% |
| 30D | +1.4% | +12.6% | -11.1% | -2.3% |
| 3M | -2.7% | +17.5% | -20.2% | -8.4% |
| 6M | +6.2% | +18.1% | -11.9% | -1.0% |
| YTD | +10.1% | +40.4% | -30.3% | -3.6% |
| 1Y | +13.0% | +34.0% | -21.0% | +0.2% |
| 3Y | +61.9% | +35.3% | +26.6% | +38.2% |
| 5Y | +57.1% | -5.1% | +62.2% | +45.7% |
| 10Y | +240.9% | +124.0% | +116.9% | +135.0% |
| All | +240.9% | +134.0% | +106.9% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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