+863.5%
DE vs CNH
+157.1%
+706.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.8% |
| 7D | -3.0% | +1.8% | -4.9% | -4.2% |
| 30D | +11.1% | +32.6% | -21.5% | -5.9% |
| 3M | +17.6% | +29.4% | -11.8% | +0.5% |
| 6M | +13.6% | +26.0% | -12.4% | -2.2% |
| YTD | +46.3% | +52.2% | -6.0% | +13.1% |
| 1Y | +44.2% | +23.9% | +20.3% | +24.8% |
| 3Y | +76.6% | +10.1% | +66.5% | +59.1% |
| 5Y | +98.2% | +13.2% | +85.1% | +71.8% |
| 10Y | +863.5% | +160.7% | +702.9% | +446.1% |
| All | +863.5% | +157.1% | +706.4% | +446.1% |
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