+49.9%
TRV vs CNP
+8.7%
+41.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.6% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | +13.5% | +8.7% | +4.7% | +9.9% |
| 3M | +8.9% | -0.7% | +9.6% | +8.8% |
| 6M | +36.8% | -4.2% | +40.9% | +38.6% |
| YTD | +42.7% | +8.9% | +33.8% | +44.6% |
| 1Y | +49.9% | +8.3% | +41.5% | +51.9% |
| All | +49.9% | +8.7% | +41.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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