+194.3%
CDE vs CNH
+8.8%
+185.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -1.6% |
| 7D | -6.1% | -2.5% | -3.6% | -4.9% |
| 30D | +9.5% | +27.0% | -17.5% | -5.0% |
| 3M | +32.0% | +32.6% | -0.6% | +10.7% |
| 6M | -12.8% | +23.6% | -36.4% | -24.3% |
| YTD | +14.2% | +47.8% | -33.6% | -10.8% |
| 1Y | +36.3% | +21.3% | +15.0% | +18.2% |
| 3Y | +821.4% | +7.0% | +814.4% | +719.3% |
| 5Y | +194.3% | +10.2% | +184.1% | +161.7% |
| All | +194.3% | +8.8% | +185.5% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling