+892.4%
CDW vs TRMB
+110.0%
+782.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +2.1% | -16.7% | +18.8% | +8.3% |
| 30D | +14.7% | -9.9% | +24.7% | +17.7% |
| 3M | +11.1% | -7.6% | +18.7% | +12.5% |
| 6M | +45.6% | -14.7% | +60.3% | +52.6% |
| YTD | +17.1% | -30.9% | +48.0% | +34.7% |
| 1Y | +13.2% | -31.3% | +44.5% | +30.3% |
| 3Y | -22.2% | +29.4% | -51.6% | -31.4% |
| 5Y | -10.1% | -37.4% | +27.2% | +3.0% |
| 10Y | +307.0% | +109.2% | +197.8% | +209.6% |
| All | +892.4% | +110.0% | +782.5% | +677.0% |
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