+476.5%
V vs CNH
+107.0%
+369.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | 0.0% |
| 7D | -0.4% | +6.4% | -6.8% | -2.4% |
| 30D | +6.3% | -1.6% | +8.0% | +6.5% |
| 3M | +17.2% | +11.6% | +5.6% | +12.0% |
| 6M | +29.2% | +12.5% | +16.7% | +22.0% |
| YTD | +20.8% | +31.1% | -10.3% | +7.3% |
| 1Y | +25.0% | +17.0% | +8.0% | +15.1% |
| 3Y | +75.3% | +28.7% | +46.6% | +49.6% |
| 5Y | +105.8% | -17.4% | +123.3% | +99.1% |
| All | +476.5% | +107.0% | +369.5% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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