+44.4%
CNH vs ROIV
+292.3%
-247.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.5% |
| 7D | +4.5% | +14.3% | -9.8% | +3.3% |
| 30D | +7.6% | +16.2% | -8.6% | +6.1% |
| 3M | +17.0% | +15.1% | +1.9% | +15.0% |
| 6M | +12.9% | +44.2% | -31.3% | +8.2% |
| YTD | +34.3% | +89.8% | -55.6% | +24.8% |
| 1Y | +28.5% | +94.6% | -66.0% | +19.1% |
| 3Y | +31.9% | +367.5% | -335.7% | +11.9% |
| 5Y | -9.6% | +421.4% | -431.0% | -30.3% |
| All | +44.4% | +292.3% | -247.9% | +17.8% |
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