+564.2%
CMS vs TRMB
+3,381.2%
-2,817.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +0.5% |
| 30D | -3.6% | +1.5% | -5.1% | -3.7% |
| 3M | -1.9% | +6.8% | -8.7% | -2.5% |
| 6M | -11.0% | -14.9% | +4.0% | -10.1% |
| YTD | +0.2% | -24.1% | +24.3% | +1.9% |
| 1Y | -1.3% | -25.4% | +24.1% | +0.4% |
| 3Y | +35.9% | +8.0% | +27.9% | +33.7% |
| 5Y | +23.1% | -37.3% | +60.4% | +24.9% |
| 10Y | +117.9% | +116.8% | +1.1% | +99.2% |
| All | +564.2% | +3,381.2% | -2,817.0% | +406.9% |
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