+755.9%
DE vs CNH
+106.0%
+649.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | -1.9% |
| 30D | +3.6% | -0.6% | +4.1% | +3.3% |
| 3M | +10.2% | +14.6% | -4.4% | +0.6% |
| 6M | +16.6% | +11.8% | +4.8% | +7.2% |
| YTD | +45.8% | +30.4% | +15.4% | +22.1% |
| 1Y | +43.9% | +19.1% | +24.8% | +26.7% |
| 3Y | +89.6% | +30.2% | +59.4% | +54.5% |
| 5Y | +100.3% | -17.8% | +118.1% | +106.6% |
| All | +755.9% | +106.0% | +649.9% | +410.9% |
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 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