+118.0%
VWO vs CNH
+55.5%
+62.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +1.2% |
| 7D | +0.9% | +8.8% | -7.9% | -1.7% |
| 30D | +1.3% | +24.7% | -23.4% | -5.4% |
| 3M | +5.1% | +27.3% | -22.2% | -2.9% |
| 6M | +12.5% | +23.2% | -10.6% | +4.3% |
| YTD | +14.0% | +48.9% | -34.9% | -0.4% |
| 1Y | +19.7% | +19.4% | +0.3% | +11.2% |
| 3Y | +66.8% | +7.8% | +59.0% | +55.0% |
| 5Y | +36.2% | +8.7% | +27.5% | +22.3% |
| 10Y | +111.0% | +149.5% | -38.5% | +35.0% |
| All | +118.0% | +55.5% | +62.4% | +51.4% |
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