+113.9%
CNH vs VIG
+264.3%
-150.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.8% |
| 7D | +6.7% | -0.3% | +7.0% | +7.4% |
| 30D | +7.2% | +4.9% | +2.3% | +0.6% |
| 3M | +17.5% | +2.9% | +14.6% | +13.1% |
| 6M | +15.0% | +11.2% | +3.7% | 0.0% |
| YTD | +36.8% | +16.0% | +20.8% | +13.2% |
| 1Y | +27.6% | +17.0% | +10.7% | +4.6% |
| 3Y | +34.3% | +66.9% | -32.5% | -30.5% |
| 5Y | -12.2% | +65.8% | -78.0% | -53.8% |
| 10Y | +113.9% | +263.6% | -149.8% | -55.1% |
| All | +113.9% | +264.3% | -150.5% | -55.1% |
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