+1,955.5%
CNP vs TRMB
+3,104.9%
-1,149.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -3.0% | -16.6% | +13.5% | -1.7% |
| 30D | +6.8% | -8.9% | +15.7% | +7.5% |
| 3M | +3.6% | -6.3% | +10.0% | +4.0% |
| 6M | 0.0% | -10.0% | +9.9% | +0.5% |
| YTD | +9.4% | -30.1% | +39.5% | +12.1% |
| 1Y | +6.8% | -31.3% | +38.1% | +9.5% |
| 3Y | +64.2% | +30.8% | +33.3% | +58.7% |
| 5Y | +76.0% | -35.9% | +112.0% | +78.7% |
| 10Y | +143.3% | +101.7% | +41.6% | +125.9% |
| All | +1,955.5% | +3,104.9% | -1,149.4% | +1,627.2% |
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