+36.1%
CNH vs ROIV
+270.3%
-234.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.2% | -3.4% | +2.2% |
| 7D | -1.7% | +5.3% | -7.0% | -2.2% |
| 30D | -7.2% | +11.9% | -19.1% | -8.2% |
| 3M | +6.5% | +10.7% | -4.2% | +5.1% |
| 6M | +7.9% | +34.9% | -27.0% | +4.0% |
| YTD | +26.6% | +79.2% | -52.6% | +18.2% |
| 1Y | +13.8% | +89.0% | -75.3% | +5.6% |
| 3Y | +9.2% | +337.3% | -328.1% | -6.9% |
| 5Y | -15.6% | +402.3% | -417.9% | -34.6% |
| All | +36.1% | +270.3% | -234.2% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling