+101.0%
CB vs TRMB
-37.2%
+138.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +0.5% | -2.5% | +3.0% | +0.8% |
| 30D | -3.1% | +1.5% | -4.6% | -3.4% |
| 3M | +9.0% | +6.8% | +2.2% | +7.8% |
| 6M | +2.9% | -14.9% | +17.8% | +4.8% |
| YTD | +10.1% | -24.1% | +34.2% | +13.8% |
| 1Y | +22.8% | -25.4% | +48.2% | +27.0% |
| 3Y | +73.8% | +8.0% | +65.8% | +67.0% |
| All | +101.0% | -37.2% | +138.2% | +114.3% |
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