+1,110.1%
CCI vs TRMB
+2,492.9%
-1,382.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.5% | +2.8% | -0.3% | +1.7% |
| 30D | +14.4% | -5.9% | +20.3% | +15.1% |
| 3M | +21.7% | -3.3% | +25.0% | +21.4% |
| 6M | +4.0% | +1.3% | +2.7% | +2.1% |
| YTD | +6.2% | -29.0% | +35.2% | +14.0% |
| 1Y | +5.4% | -27.8% | +33.2% | +12.5% |
| 3Y | +11.7% | +36.3% | -24.6% | -2.5% |
| 5Y | -35.6% | -35.8% | +0.2% | -32.5% |
| 10Y | +68.7% | +103.1% | -34.3% | +20.9% |
| All | +1,110.1% | +2,492.9% | -1,382.8% | +388.7% |
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