+246.2%
DIA vs CNH
+152.9%
+93.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.4% | +0.5% |
| 7D | +0.1% | +8.8% | -8.7% | -2.6% |
| 30D | -2.1% | +24.7% | -26.7% | -8.9% |
| 3M | +4.2% | +27.3% | -23.2% | -4.2% |
| 6M | +11.9% | +23.2% | -11.3% | +3.2% |
| YTD | +10.8% | +48.9% | -38.1% | -4.1% |
| 1Y | +17.5% | +19.4% | -1.9% | +8.6% |
| 3Y | +59.9% | +7.8% | +52.2% | +48.2% |
| 5Y | +64.1% | +8.7% | +55.4% | +46.1% |
| 10Y | +246.2% | +149.5% | +96.7% | +119.1% |
| All | +246.2% | +152.9% | +93.3% | +119.1% |
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