+216.8%
CB vs TRMB
+114.9%
+101.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -3.9% | -1.2% | -2.7% | -3.7% |
| 3M | +4.9% | +9.6% | -4.7% | +2.3% |
| 6M | +3.3% | -16.1% | +19.4% | +7.1% |
| YTD | +8.5% | -25.0% | +33.5% | +15.3% |
| 1Y | +22.1% | -27.7% | +49.8% | +30.5% |
| 3Y | +70.1% | +15.3% | +54.8% | +55.4% |
| 5Y | +97.4% | -37.4% | +134.8% | +112.5% |
| 10Y | +216.8% | +117.5% | +99.4% | +123.8% |
| All | +216.8% | +114.9% | +101.9% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling