+110.9%
DT vs CNH
+71.3%
+39.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -1.6% |
| 7D | -4.9% | +8.8% | -13.7% | -7.3% |
| 30D | +2.7% | +24.7% | -22.0% | -4.1% |
| 3M | +20.0% | +27.3% | -7.4% | +10.6% |
| 6M | +28.0% | +23.2% | +4.9% | +17.5% |
| YTD | +16.0% | +48.9% | -32.9% | -0.9% |
| 1Y | +0.7% | +19.4% | -18.7% | -7.6% |
| 3Y | +6.2% | +7.8% | -1.6% | -2.2% |
| 5Y | -28.1% | +8.7% | -36.9% | -35.6% |
| All | +110.9% | +71.3% | +39.6% | +53.2% |
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