-12.5%
VG vs CNH
+11.5%
-24.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.2% | -7.5% | -7.7% |
| 7D | -16.4% | +6.5% | -22.8% | -14.9% |
| 30D | -10.8% | -12.0% | +1.2% | -14.5% |
| 3M | -6.3% | +4.4% | -10.7% | -2.3% |
| 6M | -12.5% | +15.7% | -28.2% | +1.1% |
| All | -12.5% | +11.5% | -24.0% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling