+13.1%
CNH vs VFC
-79.1%
+92.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.4% |
| 7D | +23.3% | -1.6% | +24.9% | +23.8% |
| 30D | +33.5% | -11.6% | +45.1% | +37.8% |
| 3M | +32.7% | -18.1% | +50.8% | +39.3% |
| 6M | +22.2% | -27.4% | +49.5% | +31.7% |
| YTD | +57.7% | -24.8% | +82.5% | +68.2% |
| 1Y | +28.0% | -8.2% | +36.2% | +28.9% |
| 3Y | +11.5% | -29.1% | +40.6% | +9.4% |
| All | +13.1% | -79.1% | +92.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling