+47.9%
DE vs CNH
+29.2%
+18.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.4% |
| 7D | +10.0% | +23.3% | -13.3% | -2.6% |
| 30D | +13.3% | +33.5% | -20.1% | -4.3% |
| 3M | +17.5% | +32.7% | -15.2% | -0.8% |
| 6M | +13.6% | +22.2% | -8.6% | +0.3% |
| YTD | +49.8% | +57.7% | -7.9% | +17.1% |
| 1Y | +47.9% | +28.0% | +19.9% | +27.9% |
| All | +47.9% | +29.2% | +18.6% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling