+27.6%
CNH vs ROIV
+96.8%
-69.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +6.7% | +9.5% | -2.8% | +6.2% |
| 30D | +7.2% | +21.0% | -13.8% | +6.5% |
| 3M | +17.5% | +18.7% | -1.2% | +16.5% |
| 6M | +15.0% | +44.5% | -29.6% | +10.0% |
| YTD | +36.8% | +92.9% | -56.1% | +25.0% |
| 1Y | +27.6% | +100.2% | -72.6% | +15.1% |
| All | +27.6% | +96.8% | -69.2% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling