+10.2%
CNH vs VYM
+75.8%
-65.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.1% |
| 7D | -2.5% | -1.9% | -0.6% | +0.4% |
| 30D | +27.0% | -2.6% | +29.6% | +32.3% |
| 3M | +32.6% | +3.6% | +29.0% | +26.0% |
| 6M | +23.6% | +8.7% | +14.9% | +9.9% |
| YTD | +47.8% | +14.1% | +33.7% | +22.6% |
| 1Y | +21.3% | +17.8% | +3.4% | -4.1% |
| 3Y | +7.0% | +64.5% | -57.6% | -48.1% |
| 5Y | +10.2% | +77.5% | -67.3% | -52.1% |
| All | +10.2% | +75.8% | -65.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling