+6,646.7%
CB vs TRMB
+4,821.7%
+1,825.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.5% | -2.5% | +3.0% | +0.9% |
| 30D | -3.1% | +1.5% | -4.6% | -3.4% |
| 3M | +9.0% | +6.8% | +2.2% | +7.6% |
| 6M | +2.9% | -14.9% | +17.8% | +5.1% |
| YTD | +10.1% | -24.1% | +34.2% | +14.3% |
| 1Y | +22.8% | -25.4% | +48.2% | +27.6% |
| 3Y | +73.8% | +8.0% | +65.8% | +67.3% |
| 5Y | +99.2% | -37.3% | +136.5% | +106.4% |
| 10Y | +218.2% | +116.8% | +101.4% | +165.3% |
| All | +6,646.7% | +4,821.7% | +1,825.0% | +3,429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling