+108.3%
V vs CNH
-17.7%
+126.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.2% |
| 30D | +9.0% | -0.6% | +9.6% | +8.9% |
| 3M | +16.7% | +14.6% | +2.1% | +12.6% |
| 6M | +33.4% | +11.8% | +21.7% | +28.5% |
| YTD | +22.4% | +30.4% | -8.1% | +12.5% |
| 1Y | +27.7% | +19.1% | +8.6% | +20.0% |
| 3Y | +78.0% | +30.2% | +47.8% | +57.2% |
| All | +108.3% | -17.7% | +126.0% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling