+895.8%
CCI vs TRMB
+2,671.4%
-1,775.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | +2.7% | +1.5% | +1.2% | +2.2% |
| 3M | -18.2% | +6.8% | -25.0% | -19.9% |
| 6M | -14.8% | -14.9% | +0.2% | -11.6% |
| YTD | -12.6% | -24.1% | +11.5% | -6.8% |
| 1Y | -16.7% | -25.4% | +8.6% | -11.1% |
| 3Y | -10.5% | +8.0% | -18.5% | -16.2% |
| 5Y | -51.4% | -37.3% | -14.1% | -48.2% |
| 10Y | +20.0% | +116.8% | -96.8% | -14.6% |
| All | +895.8% | +2,671.4% | -1,775.6% | +299.3% |
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 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