+6.7%
CNH vs VLTO
+54.8%
-48.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | -1.7% | +5.4% | -7.1% | -3.7% |
| 30D | -7.2% | +22.3% | -29.5% | -14.0% |
| 3M | +6.5% | +19.6% | -13.1% | -0.6% |
| 6M | +7.9% | +35.2% | -27.3% | -4.1% |
| YTD | +26.6% | +17.9% | +8.7% | +18.4% |
| 1Y | +13.8% | +19.5% | -5.8% | +5.6% |
| 3Y | +9.2% | +73.9% | -64.7% | -6.0% |
| All | +6.7% | +54.8% | -48.2% | -6.1% |
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