+40.2%
CNH vs ROIV
+276.5%
-236.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | +3.0% | +1.7% | +1.4% | +2.9% |
| 30D | -0.6% | +17.6% | -18.2% | -2.0% |
| 3M | +14.6% | +9.0% | +5.7% | +13.3% |
| 6M | +11.8% | +35.3% | -23.5% | +7.8% |
| YTD | +30.4% | +82.2% | -51.7% | +21.7% |
| 1Y | +19.1% | +92.3% | -73.2% | +10.4% |
| 3Y | +30.2% | +336.8% | -306.6% | +11.1% |
| 5Y | -17.8% | +370.6% | -388.4% | -36.3% |
| All | +40.2% | +276.5% | -236.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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