+152.5%
CNH vs VMC
+154.4%
-2.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -2.5% | -3.7% | +1.2% | -0.5% |
| 30D | +27.0% | -12.8% | +39.8% | +36.1% |
| 3M | +32.6% | -7.9% | +40.5% | +38.1% |
| 6M | +23.6% | -7.5% | +31.1% | +28.6% |
| YTD | +47.8% | -11.6% | +59.5% | +56.3% |
| 1Y | +21.3% | -14.3% | +35.5% | +29.9% |
| 3Y | +7.0% | +18.5% | -11.5% | -4.8% |
| 5Y | +10.2% | +46.8% | -36.6% | -13.5% |
| All | +152.5% | +154.4% | -2.0% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling