+145.0%
TRV vs CAH
+176.8%
-31.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +1.9% | -5.1% | +7.0% | +3.2% |
| 30D | +1.7% | +0.2% | +1.5% | +1.6% |
| 3M | +23.9% | +6.3% | +17.6% | +22.0% |
| 6M | +26.3% | +9.4% | +16.9% | +23.3% |
| YTD | +30.8% | +15.0% | +15.9% | +25.7% |
| 1Y | +36.3% | +55.4% | -19.1% | +19.9% |
| 3Y | +145.0% | +173.8% | -28.8% | +85.7% |
| All | +145.0% | +176.8% | -31.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling