+113.8%
CNH vs TRU
+238.0%
-124.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.9% | +10.0% | +6.5% |
| 7D | +23.3% | -6.8% | +30.0% | +26.5% |
| 30D | +33.5% | 0.0% | +33.4% | +32.9% |
| 3M | +32.7% | +13.3% | +19.4% | +24.9% |
| 6M | +22.2% | +3.4% | +18.7% | +18.5% |
| YTD | +57.7% | -6.4% | +64.1% | +57.6% |
| 1Y | +28.0% | -9.7% | +37.7% | +28.7% |
| 3Y | +11.5% | +0.1% | +11.4% | +1.5% |
| 5Y | +11.9% | -34.0% | +45.9% | +21.9% |
| 10Y | +162.8% | +147.9% | +14.9% | +65.8% |
| All | +113.8% | +238.0% | -124.2% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling