+72.0%
CNP vs TRMB
-37.5%
+109.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | -3.6% | +9.6% | -13.2% | -4.9% |
| 6M | -6.9% | -16.1% | +9.2% | -5.0% |
| YTD | +6.4% | -25.0% | +31.4% | +10.2% |
| 1Y | +9.9% | -27.7% | +37.6% | +14.2% |
| 3Y | +53.1% | +15.3% | +37.8% | +44.4% |
| 5Y | +72.0% | -37.4% | +109.4% | +65.6% |
| All | +72.0% | -37.5% | +109.5% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling