-92.3%
CDE vs TRMB
+3,340.8%
-3,433.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.6% |
| 7D | +2.3% | -0.3% | +2.5% | +2.3% |
| 30D | +18.8% | -1.2% | +20.0% | +19.0% |
| 3M | +23.5% | +9.6% | +13.9% | +21.7% |
| 6M | -8.6% | -16.1% | +7.5% | -6.6% |
| YTD | +16.0% | -25.0% | +41.0% | +20.4% |
| 1Y | +42.1% | -27.7% | +69.7% | +48.4% |
| 3Y | +835.9% | +15.3% | +820.6% | +815.4% |
| 5Y | +197.6% | -37.4% | +235.0% | +213.5% |
| 10Y | +39.6% | +117.5% | -77.9% | +26.3% |
| All | -92.3% | +3,340.8% | -3,433.0% | -93.2% |
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