+5,967.0%
CF vs TRMB
+553.3%
+5,413.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | +6.0% | -2.5% | +8.5% | +7.0% |
| 30D | +14.8% | +1.5% | +13.3% | +13.8% |
| 3M | +14.1% | +6.8% | +7.3% | +10.0% |
| 6M | +28.5% | -14.9% | +43.5% | +34.1% |
| YTD | +74.9% | -24.1% | +99.0% | +90.2% |
| 1Y | +61.7% | -25.4% | +87.1% | +76.2% |
| 3Y | +80.3% | +8.0% | +72.3% | +59.0% |
| 5Y | +226.0% | -37.3% | +263.3% | +249.8% |
| 10Y | +569.9% | +116.8% | +453.0% | +285.8% |
| All | +5,967.0% | +553.3% | +5,413.6% | +1,811.1% |
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