+472.0%
CAG vs TRMB
+3,340.8%
-2,868.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | +1.0% | -1.2% | +2.2% | +1.1% |
| 3M | +17.4% | +9.6% | +7.8% | +16.8% |
| 6M | -16.8% | -16.1% | -0.7% | -16.1% |
| YTD | -6.8% | -25.0% | +18.2% | -5.5% |
| 1Y | -15.4% | -27.7% | +12.3% | -14.1% |
| 3Y | -37.1% | +15.3% | -52.4% | -38.1% |
| 5Y | -41.3% | -37.4% | -3.9% | -40.6% |
| 10Y | -35.5% | +117.5% | -152.9% | -39.5% |
| All | +472.0% | +3,340.8% | -2,868.8% | +348.9% |
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