+10.3%
CNH vs ROIV
+200.3%
-190.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.8% |
| 7D | +23.3% | +0.6% | +22.7% | +23.1% |
| 30D | +33.5% | +1.0% | +32.5% | +32.9% |
| 3M | +32.7% | +18.3% | +14.4% | +28.1% |
| 6M | +22.2% | +18.3% | +3.8% | +17.5% |
| YTD | +57.7% | +61.0% | -3.3% | +42.5% |
| 1Y | +28.0% | +177.9% | -149.9% | +3.3% |
| All | +10.3% | +200.3% | -190.0% | -15.6% |
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