+571.2%
CMS vs TRMB
+3,067.4%
-2,496.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.3% | -16.7% | +15.4% | -0.2% |
| 30D | +6.3% | -9.9% | +16.2% | +6.9% |
| 3M | -2.1% | -7.6% | +5.5% | -1.7% |
| 6M | -5.1% | -14.7% | +9.6% | -4.3% |
| YTD | +1.3% | -30.9% | +32.2% | +3.5% |
| 1Y | -1.4% | -31.3% | +30.0% | +0.8% |
| 3Y | +36.9% | +29.4% | +7.5% | +32.8% |
| 5Y | +32.5% | -37.4% | +69.9% | +34.3% |
| 10Y | +126.8% | +109.2% | +17.6% | +107.5% |
| All | +571.2% | +3,067.4% | -2,496.2% | +414.8% |
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