+3.8%
CNH vs VLTO
+54.1%
-50.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -0.4% | +12.0% | -12.4% | -4.6% |
| 30D | -15.2% | +20.8% | -36.1% | -21.1% |
| 3M | +4.3% | +20.1% | -15.9% | -2.9% |
| 6M | +10.1% | +32.6% | -22.6% | -1.4% |
| YTD | +23.2% | +17.3% | +5.9% | +15.5% |
| 1Y | +8.5% | +17.3% | -8.8% | +1.6% |
| 3Y | +4.1% | +66.9% | -62.8% | -9.4% |
| All | +3.8% | +54.1% | -50.3% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling