+71.8%
CB vs TRMB
+27.3%
+44.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +0.2% | -16.7% | +16.9% | +1.2% |
| 30D | +9.1% | -9.9% | +19.0% | +9.4% |
| 3M | +3.4% | -7.6% | +11.0% | +3.5% |
| 6M | +14.1% | -14.7% | +28.8% | +14.6% |
| YTD | +18.0% | -30.9% | +49.0% | +20.4% |
| 1Y | +30.1% | -31.3% | +61.5% | +32.8% |
| 3Y | +71.8% | +29.4% | +42.4% | +73.5% |
| All | +71.8% | +27.3% | +44.4% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling