+15.0%
CNH vs TRMB
-6.5%
+21.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.3% |
| 7D | +6.7% | +4.1% | +2.6% | +5.8% |
| 30D | +7.2% | -5.1% | +12.3% | +6.7% |
| 3M | +17.5% | -2.6% | +20.1% | +16.2% |
| 6M | +15.0% | -2.7% | +17.6% | +9.1% |
| All | +15.0% | -6.5% | +21.4% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling