+13.2%
CNH vs RVMD
+591.3%
-578.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.8% | -0.7% | +2.6% | +1.9% |
| 30D | +32.6% | +0.3% | +32.3% | +32.5% |
| 3M | +29.4% | +38.9% | -9.4% | +24.7% |
| 6M | +26.0% | +108.1% | -82.1% | +14.4% |
| YTD | +52.2% | +160.7% | -108.5% | +33.2% |
| 1Y | +23.9% | +407.3% | -383.4% | -1.3% |
| 3Y | +10.1% | +546.6% | -536.4% | -17.5% |
| 5Y | +13.2% | +579.8% | -566.6% | -20.0% |
| All | +13.2% | +591.3% | -578.2% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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