+154.4%
TRV vs CAH
+396.6%
-242.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -1.5% | -5.1% | +3.6% | +0.1% |
| 30D | -1.8% | -1.8% | 0.0% | -1.3% |
| 3M | +21.6% | +9.4% | +12.2% | +18.2% |
| 6M | +22.5% | +9.2% | +13.2% | +18.9% |
| YTD | +28.1% | +15.7% | +12.5% | +21.6% |
| 1Y | +37.0% | +59.7% | -22.7% | +16.0% |
| 3Y | +141.9% | +178.5% | -36.6% | +65.3% |
| All | +154.4% | +396.6% | -242.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling