+49.5%
CNH vs VFC
-36.0%
+85.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +10.0% |
| 7D | +8.6% | +7.7% | +0.9% | +5.9% |
| 30D | +12.6% | +39.2% | -26.6% | +0.3% |
| 3M | +17.5% | +40.3% | -22.8% | +4.1% |
| 6M | +18.1% | +11.4% | +6.7% | +12.3% |
| YTD | +40.4% | +17.5% | +22.9% | +30.2% |
| 1Y | +34.0% | +45.9% | -11.9% | +15.1% |
| 3Y | +35.3% | +47.3% | -12.0% | -0.6% |
| 5Y | -5.1% | -67.2% | +62.1% | +30.8% |
| 10Y | +124.0% | -46.1% | +170.1% | +141.7% |
| All | +49.5% | -36.0% | +85.6% | +56.1% |
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