+15.0%
CNH vs VSXY
+37.4%
-22.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.6% |
| 7D | +23.3% | -14.0% | +37.3% | +26.4% |
| 30D | +33.5% | -15.9% | +49.4% | +37.1% |
| 3M | +32.7% | +3.4% | +29.3% | +30.9% |
| 6M | +22.2% | +25.9% | -3.7% | +14.0% |
| YTD | +57.7% | +39.5% | +18.2% | +43.8% |
| 1Y | +28.0% | +194.4% | -166.4% | +0.8% |
| 3Y | +11.5% | +281.4% | -269.9% | -22.7% |
| 5Y | +11.9% | +12.8% | -0.9% | -9.3% |
| All | +15.0% | +37.4% | -22.4% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling