+38.4%
CP vs TRMB
+34.0%
+4.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +2.1% | +2.8% | -0.7% | +1.5% |
| 30D | +9.3% | -5.9% | +15.2% | +9.5% |
| 3M | +0.5% | -3.3% | +3.8% | -0.1% |
| 6M | +10.4% | +1.3% | +9.1% | +8.0% |
| YTD | +28.7% | -29.0% | +57.7% | +38.6% |
| 1Y | +33.2% | -27.8% | +60.9% | +42.5% |
| 3Y | +38.4% | +36.3% | +2.1% | +13.4% |
| All | +38.4% | +34.0% | +4.5% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling