+115.7%
CNH vs VO
+197.5%
-81.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.7% | +8.2% | +7.6% |
| 7D | +8.6% | -0.1% | +8.7% | +9.0% |
| 30D | +12.6% | +0.5% | +12.0% | +12.1% |
| 3M | +17.5% | -1.0% | +18.5% | +19.0% |
| 6M | +18.1% | +6.4% | +11.7% | +9.9% |
| YTD | +40.4% | +13.6% | +26.8% | +21.5% |
| 1Y | +34.0% | +14.5% | +19.5% | +14.9% |
| 3Y | +35.3% | +67.2% | -31.9% | -25.3% |
| 5Y | -5.1% | +36.1% | -41.2% | -32.9% |
| All | +115.7% | +197.5% | -81.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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