+49.5%
CNH vs TRMB
+84.4%
-34.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.4% |
| 7D | +8.6% | -17.0% | +25.5% | +16.7% |
| 30D | +12.6% | -9.0% | +21.6% | +16.0% |
| 3M | +17.5% | -8.1% | +25.6% | +20.3% |
| 6M | +18.1% | -10.1% | +28.2% | +21.3% |
| YTD | +40.4% | -30.2% | +70.6% | +60.2% |
| 1Y | +34.0% | -30.7% | +64.7% | +53.2% |
| 3Y | +35.3% | +32.6% | +2.7% | +13.0% |
| 5Y | -5.1% | -38.1% | +33.0% | +8.4% |
| 10Y | +124.0% | +98.9% | +25.1% | +54.7% |
| All | +49.5% | +84.4% | -34.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling