+28.0%
CNH vs VMC
-8.5%
+36.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.6% |
| 7D | +23.3% | -4.3% | +27.6% | +26.0% |
| 30D | +33.5% | -8.2% | +41.7% | +39.5% |
| 3M | +32.7% | -7.0% | +39.8% | +37.5% |
| 6M | +22.2% | -10.8% | +32.9% | +27.6% |
| YTD | +57.7% | -7.4% | +65.1% | +58.3% |
| 1Y | +28.0% | -9.5% | +37.5% | +28.2% |
| All | +28.0% | -8.5% | +36.5% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling