+863.2%
CDW vs TRMB
+130.8%
+732.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +3.2% | -2.5% | +5.7% | +4.3% |
| 30D | +9.3% | +1.5% | +7.8% | +8.4% |
| 3M | +9.8% | +6.8% | +3.0% | +6.5% |
| 6M | +23.3% | -14.9% | +38.3% | +32.7% |
| YTD | +13.7% | -24.1% | +37.7% | +28.0% |
| 1Y | -6.5% | -25.4% | +18.9% | +5.9% |
| 3Y | -25.2% | +8.0% | -33.2% | -28.3% |
| 5Y | -19.5% | -37.3% | +17.8% | -6.5% |
| 10Y | +285.8% | +116.8% | +169.0% | +190.3% |
| All | +863.2% | +130.8% | +732.5% | +638.4% |
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