+302.0%
TRV vs CNH
+158.6%
+143.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +1.9% | -5.7% | +7.6% | +3.5% |
| 30D | +1.7% | +26.6% | -24.9% | -5.2% |
| 3M | +23.9% | +31.1% | -7.2% | +13.8% |
| 6M | +26.3% | +24.9% | +1.4% | +16.5% |
| YTD | +30.8% | +48.7% | -17.9% | +14.2% |
| 1Y | +36.3% | +22.2% | +14.1% | +25.7% |
| 3Y | +145.0% | +7.4% | +137.6% | +126.8% |
| 5Y | +163.9% | +10.8% | +153.0% | +132.0% |
| All | +302.0% | +158.6% | +143.4% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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