+49.5%
CNH vs VIG
+360.9%
-311.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +7.7% |
| 7D | +8.6% | +0.4% | +8.1% | +8.1% |
| 30D | +12.6% | +4.3% | +8.3% | +6.6% |
| 3M | +17.5% | +2.0% | +15.5% | +14.4% |
| 6M | +18.1% | +10.2% | +7.9% | +4.2% |
| YTD | +40.4% | +14.8% | +25.6% | +18.1% |
| 1Y | +34.0% | +17.5% | +16.5% | +9.5% |
| 3Y | +35.3% | +67.4% | -32.1% | -29.8% |
| 5Y | -5.1% | +63.4% | -68.5% | -48.7% |
| 10Y | +124.0% | +259.9% | -135.9% | -52.9% |
| All | +49.5% | +360.9% | -311.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling