+9,421.8%
CP vs TRMB
+3,381.2%
+6,040.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | +0.2% | +1.5% | -1.4% | -0.1% |
| 3M | +2.6% | +6.8% | -4.2% | +1.3% |
| 6M | +6.0% | -14.9% | +20.9% | +8.2% |
| YTD | +24.9% | -24.1% | +49.0% | +29.6% |
| 1Y | +20.1% | -25.4% | +45.5% | +24.8% |
| 3Y | +16.4% | +8.0% | +8.4% | +13.2% |
| 5Y | +31.7% | -37.3% | +69.0% | +37.6% |
| 10Y | +223.9% | +116.8% | +107.0% | +179.8% |
| All | +9,421.8% | +3,381.2% | +6,040.6% | +5,797.6% |
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