+444.2%
V vs CNH
+134.0%
+310.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -11.0% | -3.2% |
| 7D | -0.8% | +8.6% | -9.3% | -3.3% |
| 30D | +9.5% | +12.6% | -3.0% | +5.6% |
| 3M | +16.7% | +17.5% | -0.8% | +10.0% |
| 6M | +32.9% | +18.1% | +14.8% | +23.9% |
| YTD | +21.1% | +40.4% | -19.3% | +5.6% |
| 1Y | +26.6% | +34.0% | -7.4% | +11.9% |
| 3Y | +78.4% | +35.3% | +43.1% | +50.5% |
| 5Y | +105.5% | -5.1% | +110.6% | +89.7% |
| 10Y | +444.2% | +124.0% | +320.2% | +265.6% |
| All | +444.2% | +134.0% | +310.3% | +265.6% |
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