+140.6%
CNP vs TRMB
+103.0%
+37.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +2.5% | +4.1% | -1.6% | +1.5% |
| 30D | +4.0% | -7.0% | +11.0% | +5.4% |
| 3M | +1.6% | -0.9% | +2.6% | +1.2% |
| 6M | -1.7% | -1.2% | -0.5% | -2.4% |
| YTD | +8.6% | -28.7% | +37.4% | +16.3% |
| 1Y | +5.8% | -32.1% | +37.9% | +14.4% |
| 3Y | +63.0% | +33.4% | +29.6% | +41.8% |
| 5Y | +74.7% | -35.6% | +110.3% | +83.9% |
| All | +140.6% | +103.0% | +37.5% | +72.3% |
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 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