+60.6%
VNQ vs CNH
+157.1%
-96.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -2.6% | -2.5% | -0.2% | -2.1% |
| 30D | -2.3% | +27.0% | -29.3% | -8.8% |
| 3M | -2.8% | +32.6% | -35.4% | -10.7% |
| 6M | +2.5% | +23.6% | -21.1% | -4.7% |
| YTD | +8.4% | +47.8% | -39.4% | -4.4% |
| 1Y | +6.8% | +21.3% | -14.5% | -0.9% |
| 3Y | +29.9% | +7.0% | +23.0% | +21.7% |
| 5Y | +7.2% | +10.2% | -3.0% | -3.4% |
| All | +60.6% | +157.1% | -96.4% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling