+585.8%
CMS vs TRMB
+3,039.9%
-2,454.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.7% | -17.9% | +19.6% | +3.0% |
| 30D | +8.6% | -12.0% | +20.6% | +9.4% |
| 3M | -0.5% | -8.4% | +8.0% | -0.1% |
| 6M | -4.2% | -21.5% | +17.4% | -2.8% |
| YTD | +3.4% | -31.5% | +35.0% | +5.8% |
| 1Y | +0.4% | -33.4% | +33.9% | +2.9% |
| 3Y | +38.2% | +26.5% | +11.7% | +34.2% |
| 5Y | +35.4% | -37.9% | +73.3% | +37.3% |
| 10Y | +131.7% | +107.3% | +24.3% | +112.2% |
| All | +585.8% | +3,039.9% | -2,454.2% | +426.3% |
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