-5.1%
CNH price history and return analytics
+57.4%
-62.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.3% | +7.6% |
| 7D | +8.6% | +0.4% | +8.2% | +8.2% |
| 30D | +12.6% | -2.6% | +15.2% | +16.2% |
| 3M | +17.5% | -3.2% | +20.7% | +22.3% |
| 6M | +18.1% | +0.9% | +17.2% | +16.5% |
| YTD | +40.4% | +11.3% | +29.1% | +22.6% |
| 1Y | +34.0% | +14.0% | +20.0% | +13.5% |
| 3Y | +35.3% | +75.8% | -40.5% | -34.0% |
| 5Y | -5.1% | +57.8% | -62.9% | -45.6% |
| All | -5.1% | +57.4% | -62.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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