+302.0%
TRV vs CNC
+99.9%
+202.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +1.9% | -0.9% | +2.9% | +2.1% |
| 30D | +1.7% | -1.0% | +2.7% | +1.9% |
| 3M | +23.9% | +4.5% | +19.4% | +22.6% |
| 6M | +26.3% | +85.2% | -58.9% | +11.9% |
| YTD | +30.8% | +61.4% | -30.6% | +18.0% |
| 1Y | +36.3% | +94.9% | -58.6% | +17.9% |
| 3Y | +145.0% | 0.0% | +145.0% | +131.7% |
| 5Y | +163.9% | +11.2% | +152.7% | +138.0% |
| All | +302.0% | +99.9% | +202.1% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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