+45.7%
CNH vs TRMB
+90.5%
-44.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.5% |
| 7D | +6.7% | +4.1% | +2.6% | +4.8% |
| 30D | +7.2% | -5.1% | +12.3% | +8.5% |
| 3M | +17.5% | -2.6% | +20.1% | +17.2% |
| 6M | +15.0% | -2.7% | +17.6% | +14.1% |
| YTD | +36.8% | -27.9% | +64.7% | +53.8% |
| 1Y | +27.6% | -29.0% | +56.7% | +44.4% |
| 3Y | +34.3% | +35.0% | -0.6% | +11.4% |
| 5Y | -12.2% | -33.9% | +21.7% | -2.7% |
| 10Y | +113.9% | +106.1% | +7.7% | +45.5% |
| All | +45.7% | +90.5% | -44.8% | +1.0% |
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 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