+77.7%
CNH vs TRU
+243.2%
-165.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.7% |
| 7D | +6.4% | -2.2% | +8.6% | +7.4% |
| 30D | -1.6% | +20.2% | -21.8% | -9.2% |
| 3M | +11.6% | +2.2% | +9.3% | +9.4% |
| 6M | +12.5% | +17.6% | -5.1% | +3.3% |
| YTD | +31.1% | -5.0% | +36.0% | +29.4% |
| 1Y | +17.0% | -1.0% | +18.0% | +13.4% |
| 3Y | +28.7% | +56.5% | -27.8% | -3.3% |
| 5Y | -17.4% | -26.2% | +8.8% | -15.2% |
| 10Y | +105.0% | +184.5% | -79.5% | +22.2% |
| All | +77.7% | +243.2% | -165.4% | +2.3% |
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