+13.1%
CNH vs TRMB
-37.2%
+50.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.5% |
| 7D | +23.3% | -2.5% | +25.8% | +24.6% |
| 30D | +33.5% | +1.5% | +31.9% | +32.3% |
| 3M | +32.7% | +6.8% | +26.0% | +28.3% |
| 6M | +22.2% | -14.9% | +37.1% | +30.0% |
| YTD | +57.7% | -24.1% | +81.8% | +76.1% |
| 1Y | +28.0% | -25.4% | +53.4% | +43.7% |
| 3Y | +11.5% | +8.0% | +3.5% | +2.5% |
| All | +13.1% | -37.2% | +50.3% | +30.0% |
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