+223.2%
CP vs TRMB
+114.9%
+108.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -0.5% | -1.2% | +0.7% | -0.2% |
| 3M | +1.4% | +9.6% | -8.2% | -2.1% |
| 6M | +10.3% | -16.1% | +26.4% | +15.9% |
| YTD | +24.3% | -25.0% | +49.3% | +35.3% |
| 1Y | +20.4% | -27.7% | +48.1% | +32.3% |
| 3Y | +21.8% | +15.3% | +6.5% | +10.3% |
| 5Y | +31.5% | -37.4% | +68.9% | +44.7% |
| 10Y | +223.2% | +117.5% | +105.8% | +118.5% |
| All | +223.2% | +114.9% | +108.3% | +118.5% |
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 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