+340.1%
DIA vs CNH
+32.2%
+307.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | +0.3% | -7.2% | +7.5% | +2.1% |
| 3M | -4.5% | +6.5% | -11.0% | -7.2% |
| 6M | +3.4% | +7.9% | -4.5% | -0.6% |
| YTD | +7.8% | +26.6% | -18.8% | -1.8% |
| 1Y | +10.7% | +13.8% | -3.0% | +3.9% |
| 3Y | +57.5% | +9.2% | +48.3% | +45.1% |
| 5Y | +53.7% | -15.6% | +69.3% | +48.7% |
| 10Y | +247.2% | +119.2% | +128.0% | +142.5% |
| All | +340.1% | +32.2% | +307.9% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling