+38.9%
CNH vs TRI
+327.8%
-288.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | -0.6% | +3.7% | -4.3% | -2.6% |
| 3M | +14.6% | +3.7% | +10.9% | +11.5% |
| 6M | +11.8% | +35.1% | -23.4% | -4.0% |
| YTD | +30.4% | -14.0% | +44.4% | +34.4% |
| 1Y | +19.1% | -19.0% | +38.0% | +26.7% |
| 3Y | +30.2% | -12.0% | +42.2% | +24.9% |
| 5Y | -17.8% | +0.6% | -18.5% | -28.6% |
| 10Y | +103.9% | +225.4% | -121.5% | -14.6% |
| All | +38.9% | +327.8% | -288.9% | -49.4% |
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