+180.7%
CAT vs TRMB
-38.8%
+219.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.2% | -6.0% |
| 7D | -14.5% | -17.9% | +3.4% | -8.4% |
| 30D | -35.7% | -12.0% | -23.7% | -33.1% |
| 3M | -36.3% | -8.4% | -27.9% | -34.9% |
| 6M | -38.5% | -21.5% | -17.0% | -33.6% |
| YTD | -2.5% | -31.5% | +29.0% | +10.9% |
| 1Y | -1.9% | -33.4% | +31.5% | +13.0% |
| 3Y | +139.2% | +26.5% | +112.7% | +114.9% |
| All | +180.7% | -38.8% | +219.5% | +192.5% |
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