+34.4%
CNH vs VLTO
+20.2%
+14.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.8% | +10.1% | +10.7% |
| 7D | +8.6% | +2.0% | +6.5% | +8.1% |
| 30D | +12.6% | +21.8% | -9.2% | +8.6% |
| 3M | +17.5% | +20.2% | -2.7% | +13.5% |
| 6M | +18.1% | +36.3% | -18.2% | +12.7% |
| YTD | +40.4% | +18.8% | +21.6% | +34.8% |
| All | +34.4% | +20.2% | +14.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling