+82.3%
DT vs CNH
+54.4%
+27.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +0.1% |
| 7D | -7.5% | +4.5% | -12.0% | -8.7% |
| 30D | -31.5% | +7.6% | -39.2% | -33.0% |
| 3M | -14.0% | +17.0% | -31.0% | -18.7% |
| 6M | +6.9% | +12.9% | -6.1% | +0.9% |
| YTD | +0.3% | +34.3% | -33.9% | -12.4% |
| 1Y | -6.9% | +28.5% | -35.5% | -17.7% |
| 3Y | -13.9% | +31.9% | -45.8% | -27.2% |
| 5Y | -39.9% | -9.6% | -30.3% | -43.4% |
| All | +82.3% | +54.4% | +27.9% | +35.5% |
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