+975.3%
DE vs CNH
+42.8%
+932.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +12.2% | +17.5% | -5.3% | +2.0% |
| 6M | +18.1% | +15.0% | +3.1% | +8.0% |
| YTD | +49.8% | +36.8% | +13.0% | +24.8% |
| 1Y | +46.4% | +27.6% | +18.7% | +26.1% |
| 3Y | +92.5% | +34.3% | +58.2% | +58.7% |
| 5Y | +107.4% | -12.2% | +119.6% | +107.5% |
| 10Y | +784.1% | +113.9% | +670.2% | +474.7% |
| All | +975.3% | +42.8% | +932.5% | +622.2% |
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