+974.6%
DE vs CNH
+46.6%
+928.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | -2.8% |
| 7D | +3.5% | +8.6% | -5.0% | -1.1% |
| 30D | +11.3% | +12.6% | -1.2% | +4.2% |
| 3M | +11.6% | +17.5% | -5.9% | +1.6% |
| 6M | +20.9% | +18.1% | +2.8% | +9.1% |
| YTD | +49.7% | +40.4% | +9.3% | +23.1% |
| 1Y | +49.5% | +34.0% | +15.5% | +25.6% |
| 3Y | +94.7% | +35.3% | +59.4% | +59.9% |
| 5Y | +107.4% | -5.1% | +112.5% | +99.7% |
| 10Y | +793.2% | +124.0% | +669.1% | +469.4% |
| All | +974.6% | +46.6% | +928.0% | +612.5% |
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