+69.6%
CNH vs ROIV
+232.7%
-163.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.9% |
| 7D | +23.3% | +0.6% | +22.7% | +23.2% |
| 30D | +33.5% | +1.0% | +32.5% | +33.2% |
| 3M | +32.7% | +18.3% | +14.4% | +30.1% |
| 6M | +22.2% | +18.3% | +3.8% | +19.6% |
| YTD | +57.7% | +61.0% | -3.3% | +49.3% |
| 1Y | +28.0% | +177.9% | -149.9% | +14.5% |
| 3Y | +11.5% | +199.1% | -187.5% | -2.0% |
| 5Y | +11.9% | +250.7% | -238.8% | -9.0% |
| All | +69.6% | +232.7% | -163.1% | +40.9% |
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