+16.1%
CDE vs CNH
+36.2%
-20.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -9.6% | +3.0% | -12.7% | -10.7% |
| 30D | -6.7% | -0.6% | -6.1% | -6.8% |
| 3M | -24.2% | +14.6% | -38.9% | -29.3% |
| 6M | -29.1% | +11.8% | -40.9% | -33.8% |
| YTD | -21.5% | +30.4% | -51.9% | -31.1% |
| 1Y | -7.4% | +19.1% | -26.4% | -15.9% |
| 3Y | +596.3% | +30.2% | +566.1% | +496.4% |
| 5Y | +95.7% | -17.8% | +113.6% | +97.5% |
| 10Y | +53.0% | +103.9% | -51.0% | +6.5% |
| All | +16.1% | +36.2% | -20.0% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling