+9.2%
CNH vs ROIV
+314.9%
-305.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.2% | -3.4% | +1.9% |
| 7D | -1.7% | +5.3% | -7.0% | -2.5% |
| 30D | -7.2% | +11.9% | -19.1% | -8.8% |
| 3M | +6.5% | +10.7% | -4.2% | +4.1% |
| 6M | +7.9% | +34.9% | -27.0% | +0.3% |
| YTD | +26.6% | +79.2% | -52.6% | +9.3% |
| 1Y | +13.8% | +89.0% | -75.3% | -3.4% |
| 3Y | +9.2% | +337.3% | -328.1% | -25.6% |
| All | +9.2% | +314.9% | -305.7% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling