+761.2%
V vs CNH
+64.7%
+696.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.1% |
| 7D | -1.7% | +23.3% | -25.0% | -7.4% |
| 30D | +2.0% | +33.5% | -31.5% | -6.3% |
| 3M | +17.4% | +32.7% | -15.4% | +7.4% |
| 6M | +17.5% | +22.2% | -4.7% | +9.1% |
| YTD | +7.6% | +57.7% | -50.1% | -7.7% |
| 1Y | +7.7% | +28.0% | -20.3% | -2.1% |
| 3Y | +54.7% | +11.5% | +43.1% | +42.0% |
| 5Y | +73.0% | +11.9% | +61.2% | +54.2% |
| 10Y | +390.9% | +162.8% | +228.1% | +216.2% |
| All | +761.2% | +64.7% | +696.6% | +495.2% |
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 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