-46.0%
CPNG vs TRMB
-36.0%
-10.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -6.8% | +2.8% | -9.6% | -8.2% |
| 30D | +5.5% | -5.9% | +11.3% | +5.7% |
| 3M | -6.8% | -3.3% | -3.5% | -8.2% |
| 6M | -4.8% | +1.3% | -6.2% | -9.9% |
| YTD | -35.6% | -29.0% | -6.6% | -24.0% |
| 1Y | -46.8% | -27.8% | -19.0% | -38.0% |
| 3Y | -0.8% | +36.3% | -37.1% | -34.4% |
| All | -46.0% | -36.0% | -10.0% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling