+13.2%
CNH vs TRU
-36.4%
+49.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.8% | -6.5% | +8.3% | +4.0% |
| 30D | +32.6% | -2.5% | +35.1% | +33.3% |
| 3M | +29.4% | +10.4% | +19.1% | +24.3% |
| 6M | +26.0% | +1.6% | +24.3% | +23.7% |
| YTD | +52.2% | -9.7% | +61.9% | +54.4% |
| 1Y | +23.9% | -17.3% | +41.1% | +29.1% |
| 3Y | +10.1% | -1.8% | +12.0% | +4.7% |
| 5Y | +13.2% | -36.2% | +49.4% | +34.1% |
| All | +13.2% | -36.4% | +49.6% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling