+106.3%
CNH vs VEU
+150.0%
-43.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.0% |
| 7D | +6.4% | +2.4% | +4.0% | +3.5% |
| 30D | -1.6% | -2.0% | +0.4% | +1.2% |
| 3M | +11.6% | -5.1% | +16.7% | +19.9% |
| 6M | +12.5% | -0.7% | +13.2% | +13.1% |
| YTD | +31.1% | +11.0% | +20.1% | +12.4% |
| 1Y | +17.0% | +12.4% | +4.6% | -1.4% |
| 3Y | +28.7% | +69.8% | -41.0% | -39.8% |
| 5Y | -17.4% | +48.2% | -65.6% | -52.2% |
| All | +106.3% | +150.0% | -43.8% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling