+9,501.9%
CP vs TRMB
+3,067.4%
+6,434.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +2.8% | -16.7% | +19.5% | +5.3% |
| 30D | +10.2% | -9.9% | +20.1% | +11.5% |
| 3M | +2.4% | -7.6% | +9.9% | +3.1% |
| 6M | +7.7% | -14.7% | +22.3% | +9.5% |
| YTD | +26.0% | -30.9% | +56.9% | +32.0% |
| 1Y | +34.6% | -31.3% | +66.0% | +41.1% |
| 3Y | +26.7% | +29.4% | -2.7% | +19.7% |
| 5Y | +24.9% | -37.4% | +62.3% | +30.0% |
| 10Y | +258.6% | +109.2% | +149.4% | +210.7% |
| All | +9,501.9% | +3,067.4% | +6,434.5% | +5,906.9% |
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