+68.0%
CNH vs VEU
+160.3%
-92.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.3% |
| 7D | +23.3% | +1.1% | +22.1% | +21.4% |
| 30D | +33.5% | +2.2% | +31.3% | +29.7% |
| 3M | +32.7% | +3.0% | +29.7% | +27.1% |
| 6M | +22.2% | +10.9% | +11.3% | +5.9% |
| YTD | +57.7% | +18.2% | +39.5% | +24.9% |
| 1Y | +28.0% | +28.3% | -0.3% | -9.6% |
| 3Y | +11.5% | +74.6% | -63.1% | -48.5% |
| 5Y | +11.9% | +56.4% | -44.5% | -38.7% |
| 10Y | +162.8% | +153.0% | +9.8% | -19.4% |
| All | +68.0% | +160.3% | -92.4% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling