+13.1%
CNH vs VLTO
+56.3%
-43.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +4.5% | +1.6% | +2.9% | +3.9% |
| 30D | +7.6% | +22.0% | -14.3% | -0.1% |
| 3M | +17.0% | +21.9% | -4.9% | +8.4% |
| 6M | +12.9% | +36.5% | -23.6% | +0.1% |
| YTD | +34.3% | +19.0% | +15.3% | +25.2% |
| 1Y | +28.5% | +21.0% | +7.6% | +18.8% |
| 3Y | +31.9% | +69.9% | -38.0% | +13.3% |
| All | +13.1% | +56.3% | -43.2% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling