+302.0%
TRV vs CAH
+294.8%
+7.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +1.9% | -5.1% | +7.0% | +3.6% |
| 30D | +1.7% | +0.2% | +1.5% | +1.6% |
| 3M | +23.9% | +6.3% | +17.6% | +21.4% |
| 6M | +26.3% | +9.4% | +16.9% | +22.4% |
| YTD | +30.8% | +15.0% | +15.9% | +24.1% |
| 1Y | +36.3% | +55.4% | -19.1% | +16.6% |
| 3Y | +145.0% | +173.8% | -28.8% | +71.8% |
| 5Y | +163.9% | +395.2% | -231.3% | +50.1% |
| All | +302.0% | +294.8% | +7.2% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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