+141.9%
VNQ vs CNH
+64.7%
+77.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.6% |
| 7D | -1.3% | +23.3% | -24.5% | -6.1% |
| 30D | -2.9% | +33.5% | -36.4% | -9.6% |
| 3M | +0.8% | +32.7% | -31.9% | -6.4% |
| 6M | +2.5% | +22.2% | -19.7% | -3.5% |
| YTD | +10.6% | +57.7% | -47.1% | -2.3% |
| 1Y | +9.1% | +28.0% | -18.9% | +1.0% |
| 3Y | +31.0% | +11.5% | +19.5% | +22.7% |
| 5Y | +4.9% | +11.9% | -7.0% | -4.0% |
| 10Y | +59.5% | +162.8% | -103.3% | +13.9% |
| All | +141.9% | +64.7% | +77.2% | +75.9% |
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