+5.2%
VUG vs CNH
+15.2%
-10.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -3.0% | +6.5% | -9.5% | -3.5% |
| 30D | -6.4% | -12.0% | +5.5% | -5.5% |
| 3M | -3.2% | +4.4% | -7.6% | -3.9% |
| 6M | +3.1% | +15.7% | -12.6% | +1.1% |
| YTD | +6.3% | +28.2% | -22.0% | +2.2% |
| 1Y | +5.2% | +14.8% | -9.6% | +2.8% |
| All | +5.2% | +15.2% | -10.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling