+153.9%
TRV vs CNH
+7.1%
+146.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.1% |
| 7D | +0.5% | +8.8% | -8.3% | -1.0% |
| 30D | -4.9% | +24.7% | -29.5% | -8.6% |
| 3M | +23.7% | +27.3% | -3.6% | +18.2% |
| 6M | +20.3% | +23.2% | -2.8% | +15.1% |
| YTD | +27.1% | +48.9% | -21.9% | +17.0% |
| 1Y | +35.3% | +19.4% | +15.9% | +29.8% |
| 3Y | +139.8% | +7.8% | +132.1% | +130.9% |
| 5Y | +153.9% | +8.7% | +145.1% | +133.7% |
| All | +153.9% | +7.1% | +146.7% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling