+103.2%
CB vs TRMB
-38.3%
+141.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.2% | -16.7% | +16.9% | +2.2% |
| 30D | +9.1% | -9.9% | +19.0% | +10.0% |
| 3M | +3.4% | -7.6% | +11.0% | +3.9% |
| 6M | +14.1% | -14.7% | +28.8% | +15.6% |
| YTD | +18.0% | -30.9% | +49.0% | +22.8% |
| 1Y | +30.1% | -31.3% | +61.5% | +35.4% |
| 3Y | +71.8% | +29.4% | +42.4% | +57.9% |
| All | +103.2% | -38.3% | +141.5% | +112.0% |
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