+398.3%
CAH vs TRMB
-39.6%
+437.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -5.1% | -5.4% | +0.4% | -4.4% |
| 30D | -1.8% | -2.0% | +0.2% | -1.6% |
| 3M | +9.4% | +12.3% | -3.0% | +7.5% |
| 6M | +9.2% | -17.6% | +26.9% | +11.7% |
| YTD | +15.7% | -27.5% | +43.1% | +20.2% |
| 1Y | +59.7% | -29.1% | +88.8% | +66.2% |
| 3Y | +178.5% | +11.5% | +167.0% | +168.3% |
| 5Y | +398.3% | -39.5% | +437.7% | +431.6% |
| All | +398.3% | -39.6% | +437.9% | +431.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling