+873.1%
V vs CNH
+40.2%
+832.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.6% |
| 7D | +0.8% | +4.5% | -3.7% | -0.6% |
| 30D | +9.9% | +7.6% | +2.3% | +7.4% |
| 3M | +17.5% | +17.0% | +0.5% | +11.2% |
| 6M | +33.5% | +12.9% | +20.5% | +26.3% |
| YTD | +21.6% | +34.3% | -12.7% | +8.2% |
| 1Y | +27.6% | +28.5% | -1.0% | +14.9% |
| 3Y | +76.4% | +31.9% | +44.6% | +51.9% |
| 5Y | +103.8% | -9.6% | +113.4% | +92.0% |
| 10Y | +455.5% | +106.3% | +349.2% | +278.4% |
| All | +873.1% | +40.2% | +832.9% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling