+975.5%
DE vs CNH
+64.7%
+910.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.2% | -2.2% |
| 7D | +10.0% | +23.3% | -13.3% | -1.6% |
| 30D | +13.3% | +33.5% | -20.1% | -2.9% |
| 3M | +17.5% | +32.7% | -15.2% | +0.6% |
| 6M | +13.6% | +22.2% | -8.6% | +0.8% |
| YTD | +49.8% | +57.7% | -7.9% | +16.7% |
| 1Y | +47.9% | +28.0% | +19.9% | +27.8% |
| 3Y | +72.5% | +11.5% | +61.0% | +56.5% |
| 5Y | +90.2% | +11.9% | +78.4% | +69.4% |
| 10Y | +865.4% | +162.8% | +702.6% | +473.8% |
| All | +975.5% | +64.7% | +910.8% | +575.3% |
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