-5.1%
CNH vs TRMB
-38.3%
+33.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.5% |
| 7D | +8.6% | -17.0% | +25.5% | +16.3% |
| 30D | +12.6% | -9.0% | +21.6% | +15.8% |
| 3M | +17.5% | -8.1% | +25.6% | +20.1% |
| 6M | +18.1% | -10.1% | +28.2% | +21.2% |
| YTD | +40.4% | -30.2% | +70.6% | +60.4% |
| 1Y | +34.0% | -30.7% | +64.7% | +53.4% |
| 3Y | +35.3% | +32.6% | +2.7% | +11.6% |
| 5Y | -5.1% | -38.1% | +33.0% | +8.2% |
| All | -5.1% | -38.3% | +33.2% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling