+4,405.6%
CNC vs TRMB
+1,874.7%
+2,530.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -1.8% | -1.2% | -0.6% | -1.6% |
| 3M | -0.7% | +9.6% | -10.3% | -3.3% |
| 6M | +47.9% | -16.1% | +64.1% | +53.3% |
| YTD | +56.9% | -25.0% | +81.9% | +66.7% |
| 1Y | +123.9% | -27.7% | +151.6% | +139.5% |
| 3Y | -1.3% | +15.3% | -16.6% | -9.3% |
| 5Y | +2.8% | -37.4% | +40.2% | +7.9% |
| 10Y | +90.9% | +117.5% | -26.6% | +38.9% |
| All | +4,405.6% | +1,874.7% | +2,530.9% | +1,720.8% |
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