-4.4%
CNH vs VSXY
+90.2%
-94.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -3.3% |
| 7D | +6.4% | -1.6% | +8.0% | +6.8% |
| 30D | -1.6% | +17.8% | -19.4% | -4.6% |
| 3M | +11.6% | +12.5% | -0.9% | +8.5% |
| 6M | +12.5% | +124.7% | -112.2% | -5.3% |
| YTD | +31.1% | +93.2% | -62.1% | +12.3% |
| 1Y | +17.0% | +195.6% | -178.7% | -7.8% |
| 3Y | +28.7% | +434.6% | -405.9% | -15.8% |
| 5Y | -17.4% | +103.3% | -120.7% | -37.7% |
| All | -4.4% | +90.2% | -94.7% | -27.9% |
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