-17.4%
CNH vs ROIV
+413.4%
-430.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -3.7% |
| 7D | +6.4% | +9.2% | -2.8% | +5.5% |
| 30D | -1.6% | +19.9% | -21.6% | -3.4% |
| 3M | +11.6% | +10.6% | +1.0% | +10.0% |
| 6M | +12.5% | +36.1% | -23.5% | +8.0% |
| YTD | +31.1% | +84.3% | -53.2% | +21.3% |
| 1Y | +17.0% | +87.6% | -70.6% | +7.9% |
| 3Y | +28.7% | +353.9% | -325.2% | +7.6% |
| 5Y | -17.4% | +376.1% | -393.5% | -39.0% |
| All | -17.4% | +413.4% | -430.8% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling