+12.8%
CNH vs VFC
-24.8%
+37.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.5% |
| 7D | +23.3% | -1.6% | +24.9% | +23.7% |
| 30D | +33.5% | -11.6% | +45.1% | +37.4% |
| 3M | +32.7% | -18.1% | +50.8% | +38.7% |
| 6M | +22.2% | -27.4% | +49.5% | +30.9% |
| YTD | +57.7% | -24.8% | +82.5% | +67.3% |
| 1Y | +28.0% | -8.2% | +36.2% | +29.2% |
| All | +12.8% | -24.8% | +37.6% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling