-5.1%
CNH vs VMC
+43.3%
-48.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.5% |
| 7D | +8.6% | +0.1% | +8.4% | +8.5% |
| 30D | +12.6% | +18.3% | -5.8% | +1.9% |
| 3M | +17.5% | +1.9% | +15.6% | +15.8% |
| 6M | +18.1% | +2.4% | +15.7% | +15.8% |
| YTD | +40.4% | +2.1% | +38.3% | +36.6% |
| 1Y | +34.0% | +1.5% | +32.5% | +30.7% |
| 3Y | +35.3% | +41.5% | -6.2% | +4.3% |
| 5Y | -5.1% | +46.4% | -51.5% | -31.2% |
| All | -5.1% | +43.3% | -48.4% | -31.2% |
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 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