+235.3%
DIA vs CNH
+107.0%
+128.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.8% |
| 7D | +1.6% | +6.4% | -4.8% | -0.5% |
| 30D | +1.2% | -1.6% | +2.9% | +1.4% |
| 3M | -2.4% | +11.6% | -14.0% | -6.8% |
| 6M | +5.7% | +12.5% | -6.9% | -0.2% |
| YTD | +9.9% | +31.1% | -21.1% | -1.9% |
| 1Y | +9.8% | +17.0% | -7.2% | +1.4% |
| 3Y | +59.8% | +28.7% | +31.0% | +38.1% |
| 5Y | +57.7% | -17.4% | +75.1% | +53.1% |
| All | +235.3% | +107.0% | +128.2% | +138.2% |
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