+50.9%
CNH vs ROIV
+287.3%
-236.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +10.5% |
| 7D | +8.6% | +13.3% | -4.8% | +7.3% |
| 30D | +12.6% | +14.8% | -2.2% | +11.1% |
| 3M | +17.5% | +11.9% | +5.6% | +15.8% |
| 6M | +18.1% | +42.4% | -24.3% | +13.3% |
| YTD | +40.4% | +87.4% | -47.0% | +30.6% |
| 1Y | +34.0% | +97.2% | -63.2% | +23.9% |
| 3Y | +35.3% | +375.7% | -340.4% | +14.7% |
| 5Y | -5.1% | +379.0% | -384.1% | -26.7% |
| All | +50.9% | +287.3% | -236.4% | +23.3% |
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