+23.9%
CNH vs TRMB
-29.4%
+53.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.6% | +2.8% |
| 7D | +1.8% | -2.9% | +4.7% | +2.6% |
| 30D | +32.6% | -1.8% | +34.4% | +33.1% |
| 3M | +29.4% | +8.4% | +21.0% | +26.9% |
| 6M | +26.0% | -18.5% | +44.5% | +31.6% |
| YTD | +52.2% | -26.7% | +79.0% | +66.2% |
| 1Y | +23.9% | -28.3% | +52.2% | +35.7% |
| All | +23.9% | -29.4% | +53.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling