-4.9%
CNH vs VSXY
+93.0%
-97.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +3.0% | -1.7% | +4.8% | +3.5% |
| 30D | -0.6% | +20.1% | -20.7% | -4.0% |
| 3M | +14.6% | +16.6% | -2.0% | +10.7% |
| 6M | +11.8% | +134.9% | -123.2% | -6.7% |
| YTD | +30.4% | +96.0% | -65.6% | +11.5% |
| 1Y | +19.1% | +203.8% | -184.7% | -6.6% |
| 3Y | +30.2% | +465.3% | -435.2% | -15.8% |
| 5Y | -17.8% | +106.3% | -124.1% | -38.2% |
| All | -4.9% | +93.0% | -97.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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