+1,877.3%
CNP vs TRMB
+3,381.2%
-1,503.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | +1.1% | -2.5% | +3.6% | +1.3% |
| 30D | -1.8% | +1.5% | -3.3% | -2.0% |
| 3M | -4.6% | +6.8% | -11.4% | -5.3% |
| 6M | -8.8% | -14.9% | +6.1% | -7.9% |
| YTD | +5.2% | -24.1% | +29.3% | +7.2% |
| 1Y | +8.3% | -25.4% | +33.7% | +10.4% |
| 3Y | +54.9% | +8.0% | +46.9% | +52.1% |
| 5Y | +73.5% | -37.3% | +110.8% | +76.5% |
| 10Y | +139.1% | +116.8% | +22.3% | +120.9% |
| All | +1,877.3% | +3,381.2% | -1,503.9% | +1,552.5% |
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