-39.3%
VG vs CNH
+15.1%
-54.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | -0.4% |
| 7D | +1.7% | +23.3% | -21.6% | +1.9% |
| 30D | +16.0% | +33.5% | -17.4% | +16.4% |
| 3M | +9.7% | +32.7% | -23.0% | +10.0% |
| 6M | +29.6% | +22.2% | +7.4% | +33.3% |
| YTD | +112.0% | +57.7% | +54.3% | +96.1% |
| 1Y | +12.8% | +28.0% | -15.2% | +13.0% |
| All | -39.3% | +15.1% | -54.4% | -34.6% |
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