-6.2%
DOW vs CNH
+55.1%
-61.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -6.7% |
| 7D | -9.4% | +8.6% | -18.0% | -13.5% |
| 30D | +8.9% | +12.6% | -3.6% | +1.9% |
| 3M | +6.7% | +17.5% | -10.8% | -4.2% |
| 6M | -14.2% | +18.1% | -32.3% | -25.0% |
| YTD | +36.9% | +40.4% | -3.5% | +5.8% |
| 1Y | +45.8% | +34.0% | +11.8% | +15.3% |
| 3Y | -23.9% | +35.3% | -59.2% | -41.7% |
| 5Y | -30.8% | -5.1% | -25.7% | -38.6% |
| All | -6.2% | +55.1% | -61.3% | -43.0% |
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