+57.9%
DIA vs CNH
-17.7%
+75.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +2.1% | +3.0% | -0.9% | +1.3% |
| 30D | +1.5% | -0.6% | +2.1% | +1.4% |
| 3M | -2.4% | +14.6% | -17.0% | -6.4% |
| 6M | +6.0% | +11.8% | -5.8% | +1.7% |
| YTD | +10.1% | +30.4% | -20.3% | +0.8% |
| 1Y | +11.8% | +19.1% | -7.2% | +4.7% |
| 3Y | +59.7% | +30.2% | +29.5% | +42.3% |
| All | +57.9% | -17.7% | +75.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling