+88.3%
DT vs CNH
+50.8%
+37.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.6% |
| 7D | +2.7% | +6.4% | -3.7% | +0.8% |
| 30D | -30.4% | -1.6% | -28.7% | -30.2% |
| 3M | -9.4% | +11.6% | -21.0% | -13.3% |
| 6M | +14.5% | +12.5% | +2.0% | +8.1% |
| YTD | +3.6% | +31.1% | -27.5% | -9.0% |
| 1Y | -3.4% | +17.0% | -20.4% | -11.9% |
| 3Y | -11.1% | +28.7% | -39.8% | -24.4% |
| 5Y | -39.5% | -17.4% | -22.0% | -41.3% |
| All | +88.3% | +50.8% | +37.5% | +40.7% |
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