+7.8%
CNH vs TRU
-1.9%
+9.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.8% |
| 7D | +8.8% | -7.2% | +16.0% | +10.9% |
| 30D | +24.7% | -2.8% | +27.5% | +25.3% |
| 3M | +27.3% | +13.0% | +14.3% | +22.3% |
| 6M | +23.2% | +0.7% | +22.5% | +21.7% |
| YTD | +48.9% | -9.0% | +57.9% | +50.6% |
| 1Y | +19.4% | -16.3% | +35.7% | +23.6% |
| 3Y | +7.8% | -1.1% | +8.8% | +11.4% |
| All | +7.8% | -1.9% | +9.6% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling