+177.5%
DLR vs CNH
+134.0%
+43.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.9% | -7.5% | +1.5% |
| 7D | +2.4% | +8.6% | -6.2% | +0.9% |
| 30D | +0.7% | +12.6% | -11.8% | -1.4% |
| 3M | -6.4% | +17.5% | -23.9% | -9.7% |
| 6M | -6.5% | +18.1% | -24.6% | -10.1% |
| YTD | +18.8% | +40.4% | -21.6% | +10.3% |
| 1Y | +9.0% | +34.0% | -24.9% | +1.9% |
| 3Y | +54.5% | +35.3% | +19.2% | +41.6% |
| 5Y | +35.8% | -5.1% | +40.9% | +30.4% |
| 10Y | +177.5% | +124.0% | +53.4% | +128.9% |
| All | +177.5% | +134.0% | +43.5% | +128.9% |
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 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