+6,477.2%
TRV vs CNP
+1,826.3%
+4,650.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | -3.4% | -1.8% | -1.6% | -3.0% |
| 3M | +26.4% | -4.6% | +31.0% | +28.1% |
| 6M | +19.3% | -8.8% | +28.1% | +22.3% |
| YTD | +28.3% | +5.2% | +23.1% | +26.4% |
| 1Y | +34.3% | +8.3% | +26.0% | +31.1% |
| 3Y | +140.1% | +54.9% | +85.3% | +111.4% |
| 5Y | +155.7% | +73.5% | +82.2% | +117.2% |
| 10Y | +285.5% | +139.1% | +146.4% | +194.9% |
| All | +6,477.2% | +1,826.3% | +4,650.8% | +2,805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling