+18.1%
DE vs CNH
+18.0%
+0.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.4% |
| 7D | +2.3% | +6.7% | -4.4% | -1.5% |
| 30D | +9.3% | +7.2% | +2.1% | +5.0% |
| 3M | +12.2% | +17.5% | -5.3% | +0.9% |
| 6M | +18.1% | +15.0% | +3.1% | +6.9% |
| All | +18.1% | +18.0% | +0.1% | +6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling