+152.5%
CNH vs VIG
+247.5%
-95.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -2.5% | -2.2% | -0.2% | +0.6% |
| 30D | +27.0% | -3.2% | +30.2% | +32.7% |
| 3M | +32.6% | +3.0% | +29.6% | +27.6% |
| 6M | +23.6% | +8.1% | +15.4% | +12.1% |
| YTD | +47.8% | +9.1% | +38.8% | +32.8% |
| 1Y | +21.3% | +12.6% | +8.7% | +4.5% |
| 3Y | +7.0% | +55.4% | -48.4% | -39.3% |
| 5Y | +10.2% | +62.8% | -52.6% | -40.6% |
| All | +152.5% | +247.5% | -95.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling