+13.2%
CNH vs VEU
+56.2%
-43.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.5% |
| 30D | +32.6% | +0.7% | +32.0% | +31.6% |
| 3M | +29.4% | +4.7% | +24.7% | +22.1% |
| 6M | +26.0% | +11.6% | +14.3% | +9.1% |
| YTD | +52.2% | +16.8% | +35.4% | +23.9% |
| 1Y | +23.9% | +24.9% | -1.0% | -7.8% |
| 3Y | +10.1% | +75.7% | -65.6% | -48.4% |
| 5Y | +13.2% | +56.1% | -43.0% | -35.7% |
| All | +13.2% | +56.2% | -43.0% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling