+160.7%
CNH vs VO
+193.0%
-32.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.2% |
| 7D | +1.8% | -0.6% | +2.4% | +2.6% |
| 30D | +32.6% | -1.9% | +34.6% | +35.7% |
| 3M | +29.4% | +3.3% | +26.2% | +24.8% |
| 6M | +26.0% | +9.7% | +16.3% | +13.4% |
| YTD | +52.2% | +12.6% | +39.6% | +32.9% |
| 1Y | +23.9% | +13.6% | +10.2% | +6.9% |
| 3Y | +10.1% | +56.8% | -46.7% | -34.5% |
| 5Y | +13.2% | +42.3% | -29.1% | -24.4% |
| 10Y | +160.7% | +199.2% | -38.5% | -27.6% |
| All | +160.7% | +193.0% | -32.3% | -27.6% |
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