+481.0%
CF vs TRMB
+96.4%
+384.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +4.8% | -16.6% | +21.3% | +10.8% |
| 30D | +9.7% | -8.9% | +18.6% | +12.4% |
| 3M | +1.2% | -6.3% | +7.6% | +2.4% |
| 6M | +7.4% | -10.0% | +17.3% | +9.1% |
| YTD | +60.5% | -30.1% | +90.6% | +77.0% |
| 1Y | +50.7% | -31.3% | +82.1% | +66.9% |
| 3Y | +64.8% | +30.8% | +34.0% | +32.5% |
| 5Y | +115.8% | -35.9% | +151.7% | +130.7% |
| 10Y | +481.0% | +101.7% | +379.3% | +231.0% |
| All | +481.0% | +96.4% | +384.6% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling