+32.9%
CNH vs VLTO
+27.2%
+5.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.6% |
| 7D | +23.3% | -2.3% | +25.6% | +24.3% |
| 30D | +33.5% | -0.9% | +34.3% | +33.7% |
| 3M | +32.7% | +13.8% | +18.9% | +26.1% |
| 6M | +22.2% | +2.0% | +20.2% | +21.0% |
| YTD | +57.7% | -3.2% | +60.9% | +59.0% |
| 1Y | +28.0% | -9.2% | +37.2% | +32.8% |
| All | +32.9% | +27.2% | +5.7% | +26.0% |
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