+34.8%
CNH vs VFC
-37.7%
+72.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | -1.7% | +11.2% | -12.9% | -5.3% |
| 30D | -7.2% | +41.5% | -48.7% | -17.9% |
| 3M | +6.5% | +38.9% | -32.4% | -5.4% |
| 6M | +7.9% | +6.1% | +1.7% | +4.2% |
| YTD | +26.6% | +14.5% | +12.0% | +18.3% |
| 1Y | +13.8% | +46.0% | -32.2% | -2.5% |
| 3Y | +9.2% | +36.4% | -27.2% | -17.4% |
| 5Y | -15.6% | -67.5% | +52.0% | +16.4% |
| 10Y | +119.2% | -45.8% | +165.0% | +135.8% |
| All | +34.8% | -37.7% | +72.5% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling