+33.3%
CP vs TRMB
-31.3%
+64.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +2.0% |
| 7D | +2.8% | -17.0% | +19.7% | +3.7% |
| 30D | +11.3% | -9.0% | +20.3% | +11.0% |
| 3M | +2.9% | -8.1% | +11.0% | +2.4% |
| 6M | +9.8% | -10.1% | +19.8% | +9.5% |
| YTD | +28.5% | -30.2% | +58.7% | +33.2% |
| All | +33.3% | -31.3% | +64.5% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling