+6.6%
VNQ vs CNH
+12.3%
-5.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -2.2% | +32.6% | -34.9% | -8.6% |
| 3M | -1.9% | +29.4% | -31.4% | -8.2% |
| 6M | +3.2% | +26.0% | -22.7% | -3.3% |
| YTD | +9.4% | +52.2% | -42.8% | -2.5% |
| 1Y | +7.5% | +23.9% | -16.3% | +0.6% |
| 3Y | +31.1% | +10.1% | +20.9% | +23.5% |
| 5Y | +6.6% | +13.2% | -6.6% | -2.1% |
| All | +6.6% | +12.3% | -5.8% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling