+12.8%
CNH vs VO
+58.9%
-46.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.3% |
| 7D | +23.3% | -0.3% | +23.6% | +23.7% |
| 30D | +33.5% | -0.3% | +33.8% | +33.9% |
| 3M | +32.7% | +2.9% | +29.8% | +27.9% |
| 6M | +22.2% | +9.3% | +12.8% | +9.0% |
| YTD | +57.7% | +14.2% | +43.5% | +33.1% |
| 1Y | +28.0% | +15.3% | +12.7% | +6.7% |
| All | +12.8% | +58.9% | -46.2% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling