+39.6%
CNH price history and return analytics
+273.3%
-233.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.3% |
| 7D | +6.4% | +2.9% | +3.5% | +2.8% |
| 30D | -1.6% | -2.5% | +0.9% | +1.8% |
| 3M | +11.6% | -3.3% | +14.9% | +16.6% |
| 6M | +12.5% | +1.5% | +11.0% | +10.1% |
| YTD | +31.1% | +11.4% | +19.7% | +13.5% |
| 1Y | +17.0% | +11.9% | +5.1% | +0.6% |
| 3Y | +28.7% | +73.9% | -45.1% | -38.9% |
| 5Y | -17.4% | +57.9% | -75.3% | -54.8% |
| 10Y | +105.0% | +222.6% | -117.7% | -54.7% |
| All | +39.6% | +273.3% | -233.7% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling