+350.2%
CG vs TRMB
+119.5%
+230.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -3.0% |
| 30D | -5.1% | +1.5% | -6.6% | -6.0% |
| 3M | +8.7% | +6.8% | +1.9% | +4.2% |
| 6M | -9.2% | -14.9% | +5.7% | -1.8% |
| YTD | -18.9% | -24.1% | +5.2% | -6.5% |
| 1Y | -25.6% | -25.4% | -0.2% | -13.6% |
| 3Y | +57.3% | +8.0% | +49.3% | +51.5% |
| 5Y | +10.2% | -37.3% | +47.5% | +36.1% |
| 10Y | +364.2% | +116.8% | +247.4% | +239.6% |
| All | +350.2% | +119.5% | +230.6% | +206.7% |
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