+68.0%
CNH vs TRI
+313.7%
-245.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.5% | +5.9% |
| 7D | +23.3% | -0.5% | +23.8% | +23.2% |
| 30D | +33.5% | +7.9% | +25.6% | +29.3% |
| 3M | +32.7% | +24.1% | +8.7% | +20.9% |
| 6M | +22.2% | +3.8% | +18.4% | +17.0% |
| YTD | +57.7% | -16.9% | +74.5% | +66.2% |
| 1Y | +28.0% | -38.4% | +66.4% | +57.8% |
| 3Y | +11.5% | -12.2% | +23.7% | +7.3% |
| 5Y | +11.9% | -1.8% | +13.7% | -1.4% |
| 10Y | +162.8% | +207.6% | -44.8% | +14.4% |
| All | +68.0% | +313.7% | -245.7% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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