+8.7%
CNH vs VMC
+52.4%
-43.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -4.6% |
| 7D | +8.8% | -0.5% | +9.3% | +9.3% |
| 30D | +24.7% | -9.1% | +33.8% | +31.4% |
| 3M | +27.3% | -4.1% | +31.5% | +30.2% |
| 6M | +23.2% | -5.5% | +28.7% | +27.1% |
| YTD | +48.9% | -8.9% | +57.8% | +55.1% |
| 1Y | +19.4% | -12.9% | +32.3% | +27.3% |
| 3Y | +7.8% | +22.1% | -14.4% | -8.3% |
| 5Y | +8.7% | +52.7% | -44.0% | -20.9% |
| All | +8.7% | +52.4% | -43.7% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling