+152.5%
CNH vs TRU
+144.8%
+7.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -2.5% | -9.4% | +6.9% | +1.4% |
| 30D | +27.0% | -4.1% | +31.1% | +28.7% |
| 3M | +32.6% | +13.6% | +19.0% | +24.6% |
| 6M | +23.6% | +3.6% | +20.0% | +19.8% |
| YTD | +47.8% | -9.8% | +57.7% | +50.1% |
| 1Y | +21.3% | -13.6% | +34.9% | +24.5% |
| 3Y | +7.0% | -2.0% | +8.9% | -2.0% |
| 5Y | +10.2% | -35.8% | +46.0% | +22.6% |
| All | +152.5% | +144.8% | +7.7% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling