+344.9%
TRV vs CNP
+146.5%
+198.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +2.0% | +1.3% | +0.7% | +1.4% |
| 30D | +6.7% | +3.8% | +2.9% | +4.7% |
| 3M | +9.4% | +2.4% | +7.0% | +7.9% |
| 6M | +37.7% | -1.2% | +38.9% | +38.1% |
| YTD | +40.6% | +9.3% | +31.3% | +34.0% |
| 1Y | +42.4% | +6.4% | +36.0% | +37.4% |
| 3Y | +148.1% | +66.4% | +81.8% | +90.4% |
| 5Y | +181.7% | +75.7% | +106.0% | +106.6% |
| All | +344.9% | +146.5% | +198.4% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling