+30.2%
CNH vs VLTO
+70.6%
-40.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | -0.6% | +17.5% | -18.1% | -7.1% |
| 3M | +14.6% | +21.4% | -6.8% | +5.5% |
| 6M | +11.8% | +38.1% | -26.4% | -2.8% |
| YTD | +30.4% | +19.0% | +11.4% | +20.8% |
| 1Y | +19.1% | +20.7% | -1.6% | +9.3% |
| 3Y | +30.2% | +64.3% | -34.1% | +5.7% |
| All | +30.2% | +70.6% | -40.4% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling