+36.3%
TRV vs CNH
+23.8%
+12.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.2% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | -2.3% | +32.6% | -35.0% | -4.3% |
| 3M | +22.7% | +29.4% | -6.7% | +20.4% |
| 6M | +21.9% | +26.0% | -4.0% | +19.8% |
| YTD | +27.5% | +52.2% | -24.7% | +24.8% |
| All | +36.3% | +23.8% | +12.5% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling