+250.7%
CP vs TRMB
+96.4%
+154.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.8% | -16.6% | +19.4% | +8.0% |
| 30D | +11.0% | -8.9% | +19.9% | +13.2% |
| 3M | +3.8% | -6.3% | +10.2% | +4.7% |
| 6M | +9.5% | -10.0% | +19.4% | +11.2% |
| YTD | +28.2% | -30.1% | +58.3% | +41.1% |
| 1Y | +33.0% | -31.3% | +64.3% | +46.9% |
| 3Y | +35.5% | +30.8% | +4.7% | +16.3% |
| 5Y | +25.8% | -35.9% | +61.7% | +35.2% |
| 10Y | +250.7% | +101.7% | +149.0% | +157.8% |
| All | +250.7% | +96.4% | +154.3% | +157.8% |
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