+458.5%
CAG vs TRMB
+3,157.0%
-2,698.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -3.3% | +2.8% | -6.2% | -3.5% |
| 30D | +7.7% | -5.9% | +13.5% | +7.8% |
| 3M | -3.2% | -3.3% | +0.1% | -3.2% |
| 6M | +7.0% | +1.3% | +5.6% | +6.6% |
| YTD | -9.0% | -29.0% | +20.0% | -7.7% |
| 1Y | -9.6% | -27.8% | +18.2% | -8.4% |
| 3Y | -36.0% | +36.3% | -72.3% | -37.6% |
| 5Y | -40.9% | -35.8% | -5.0% | -40.4% |
| 10Y | -37.3% | +103.1% | -140.4% | -41.2% |
| All | +458.5% | +3,157.0% | -2,698.4% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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