+68.0%
CNH vs VIG
+345.8%
-277.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.7% |
| 7D | +23.3% | -0.4% | +23.7% | +23.9% |
| 30D | +33.5% | -1.0% | +34.4% | +35.0% |
| 3M | +32.7% | +2.8% | +30.0% | +28.2% |
| 6M | +22.2% | +8.2% | +14.0% | +10.9% |
| YTD | +57.7% | +11.0% | +46.7% | +38.5% |
| 1Y | +28.0% | +16.1% | +11.8% | +6.0% |
| 3Y | +11.5% | +56.2% | -44.6% | -36.6% |
| 5Y | +11.9% | +63.0% | -51.1% | -39.3% |
| 10Y | +162.8% | +241.4% | -78.6% | -40.9% |
| All | +68.0% | +345.8% | -277.8% | -71.7% |
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