-18.9%
CDW vs TRMB
-37.2%
+18.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +3.2% | -2.5% | +5.7% | +4.6% |
| 30D | +9.3% | +1.5% | +7.8% | +8.1% |
| 3M | +9.8% | +6.8% | +3.0% | +5.6% |
| 6M | +23.3% | -14.9% | +38.3% | +34.8% |
| YTD | +13.7% | -24.1% | +37.7% | +31.3% |
| 1Y | -6.5% | -25.4% | +18.9% | +8.6% |
| 3Y | -25.2% | +8.0% | -33.2% | -28.8% |
| All | -18.9% | -37.2% | +18.3% | +1.5% |
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 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