+357.8%
DIA vs CNH
+64.7%
+293.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.7% |
| 7D | -0.2% | +23.3% | -23.5% | -6.0% |
| 30D | -1.5% | +33.5% | -35.0% | -9.6% |
| 3M | +3.8% | +32.7% | -29.0% | -5.0% |
| 6M | +10.3% | +22.2% | -11.9% | +2.6% |
| YTD | +12.1% | +57.7% | -45.6% | -3.4% |
| 1Y | +18.6% | +28.0% | -9.3% | +8.3% |
| 3Y | +60.6% | +11.5% | +49.1% | +48.4% |
| 5Y | +64.4% | +11.9% | +52.6% | +47.3% |
| 10Y | +250.1% | +162.8% | +87.3% | +132.8% |
| All | +357.8% | +64.7% | +293.1% | +217.6% |
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