+142.0%
CNP vs TRMB
+102.3%
+39.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.3% | +2.8% | -1.5% | +0.6% |
| 30D | +3.8% | -5.9% | +9.7% | +4.9% |
| 3M | +2.4% | -3.3% | +5.7% | +2.6% |
| 6M | -1.2% | +1.3% | -2.5% | -2.5% |
| YTD | +9.3% | -29.0% | +38.3% | +17.1% |
| 1Y | +6.4% | -27.8% | +34.2% | +13.3% |
| 3Y | +66.4% | +36.3% | +30.0% | +43.8% |
| 5Y | +75.7% | -35.8% | +111.5% | +85.2% |
| All | +142.0% | +102.3% | +39.6% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling