+14.8%
CNH vs VFC
+52.5%
-37.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.7% |
| 7D | +6.5% | +21.5% | -15.0% | -0.8% |
| 30D | -12.0% | +46.7% | -58.6% | -23.4% |
| 3M | +4.4% | +38.4% | -34.0% | -7.4% |
| 6M | +15.7% | +15.2% | +0.5% | +8.8% |
| YTD | +28.2% | +17.8% | +10.4% | +16.3% |
| 1Y | +14.8% | +55.6% | -40.8% | -6.9% |
| All | +14.8% | +52.5% | -37.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling