+31.9%
CNH vs VIG
+67.1%
-35.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.7% |
| 7D | +4.5% | +1.0% | +3.5% | +3.1% |
| 30D | +7.6% | +4.5% | +3.1% | +0.8% |
| 3M | +17.0% | +2.1% | +14.9% | +13.4% |
| 6M | +12.9% | +10.5% | +2.5% | -2.3% |
| YTD | +34.3% | +15.1% | +19.2% | +10.1% |
| 1Y | +28.5% | +16.9% | +11.6% | +3.3% |
| 3Y | +31.9% | +65.6% | -33.7% | -38.9% |
| All | +31.9% | +67.1% | -35.2% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling