+6,432.7%
TRV vs CAH
+14,635.5%
-8,202.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -2.2% | +2.4% | +0.8% |
| 30D | -2.3% | +1.2% | -3.5% | -2.7% |
| 3M | +22.7% | +13.1% | +9.6% | +18.7% |
| 6M | +21.9% | +8.5% | +13.5% | +19.1% |
| YTD | +27.5% | +17.6% | +9.8% | +21.3% |
| 1Y | +36.2% | +60.7% | -24.4% | +18.9% |
| 3Y | +140.6% | +183.2% | -42.6% | +79.2% |
| 5Y | +154.5% | +402.2% | -247.7% | +61.7% |
| 10Y | +295.4% | +302.3% | -6.9% | +153.4% |
| All | +6,432.7% | +14,635.5% | -8,202.8% | +2,172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling