+31.9%
CNH vs ROIV
+379.0%
-347.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.6% |
| 7D | +4.5% | +14.3% | -9.8% | +2.4% |
| 30D | +7.6% | +16.2% | -8.6% | +5.1% |
| 3M | +17.0% | +15.1% | +1.9% | +13.6% |
| 6M | +12.9% | +44.2% | -31.3% | +3.5% |
| YTD | +34.3% | +89.8% | -55.6% | +14.1% |
| 1Y | +28.5% | +94.6% | -66.0% | +8.3% |
| 3Y | +31.9% | +367.5% | -335.7% | -17.2% |
| All | +31.9% | +379.0% | -347.1% | -17.2% |
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