+19,200.5%
CMI vs TRMB
+3,340.8%
+15,859.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -12.5% | -1.2% | -11.3% | -12.4% |
| 3M | -16.2% | +9.6% | -25.8% | -18.3% |
| 6M | +4.9% | -16.1% | +21.0% | +7.9% |
| YTD | +11.1% | -25.0% | +36.1% | +16.9% |
| 1Y | +43.4% | -27.7% | +71.1% | +51.9% |
| 3Y | +154.1% | +15.3% | +138.8% | +142.3% |
| 5Y | +169.5% | -37.4% | +206.9% | +187.4% |
| 10Y | +503.8% | +117.5% | +386.3% | +390.3% |
| All | +19,200.5% | +3,340.8% | +15,859.7% | +10,289.3% |
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