+1,926.6%
CNP vs TRMB
+3,067.4%
-1,140.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.7% |
| 7D | -4.2% | -16.7% | +12.5% | -2.9% |
| 30D | +5.5% | -9.9% | +15.4% | +6.3% |
| 3M | +0.6% | -7.6% | +8.2% | +1.1% |
| 6M | -2.8% | -14.7% | +11.8% | -1.9% |
| YTD | +7.9% | -30.9% | +38.8% | +10.6% |
| 1Y | +6.7% | -31.3% | +38.0% | +9.4% |
| 3Y | +61.1% | +29.4% | +31.7% | +55.9% |
| 5Y | +73.0% | -37.4% | +110.3% | +75.9% |
| 10Y | +141.9% | +109.2% | +32.7% | +124.1% |
| All | +1,926.6% | +3,067.4% | -1,140.8% | +1,604.5% |
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