+68.0%
CNH vs VFC
-59.1%
+127.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +3.2% |
| 7D | +23.3% | -1.6% | +24.9% | +23.9% |
| 30D | +33.5% | -11.6% | +45.1% | +39.1% |
| 3M | +32.7% | -18.1% | +50.8% | +41.1% |
| 6M | +22.2% | -27.4% | +49.5% | +34.7% |
| YTD | +57.7% | -24.8% | +82.5% | +71.2% |
| 1Y | +28.0% | -8.2% | +36.2% | +28.2% |
| 3Y | +11.5% | -29.1% | +40.6% | +5.7% |
| 5Y | +11.9% | -79.2% | +91.0% | +80.3% |
| 10Y | +162.8% | -68.1% | +230.9% | +241.6% |
| All | +68.0% | -59.1% | +127.0% | +105.3% |
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 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