+50.0%
VG vs CNH
+11.5%
+38.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.7% |
| 7D | -22.0% | -1.7% | -20.3% | -22.3% |
| 30D | -11.6% | -7.2% | -4.4% | -13.3% |
| 3M | -14.9% | +6.5% | -21.4% | -11.7% |
| 6M | -3.5% | +7.9% | -11.4% | +2.1% |
| YTD | +70.0% | +26.6% | +43.4% | +74.0% |
| 1Y | +50.0% | +13.8% | +36.2% | +56.4% |
| All | +50.0% | +11.5% | +38.5% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling