+71.6%
CDE vs CNH
+55.5%
+16.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -0.5% |
| 7D | +2.3% | +8.8% | -6.5% | -1.3% |
| 30D | +18.8% | +24.7% | -5.9% | +7.8% |
| 3M | +23.5% | +27.3% | -3.9% | +10.5% |
| 6M | -8.6% | +23.2% | -31.8% | -17.3% |
| YTD | +16.0% | +48.9% | -32.9% | -2.9% |
| 1Y | +42.1% | +19.4% | +22.7% | +29.2% |
| 3Y | +835.9% | +7.8% | +828.1% | +766.5% |
| 5Y | +197.6% | +8.7% | +188.9% | +172.7% |
| 10Y | +39.6% | +149.5% | -110.0% | -10.0% |
| All | +71.6% | +55.5% | +16.1% | +15.6% |
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