+7.8%
CNH vs VEU
+77.0%
-69.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | +8.8% | +1.7% | +7.1% | +6.9% |
| 30D | +24.7% | +1.0% | +23.7% | +23.4% |
| 3M | +27.3% | +5.6% | +21.7% | +19.7% |
| 6M | +23.2% | +13.7% | +9.5% | +5.8% |
| YTD | +48.9% | +17.7% | +31.2% | +22.2% |
| 1Y | +19.4% | +25.8% | -6.4% | -9.8% |
| 3Y | +7.8% | +77.1% | -69.4% | -49.3% |
| All | +7.8% | +77.0% | -69.3% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling