-50.5%
CPNG vs TRMB
-39.0%
-11.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.6% | +2.2% |
| 7D | -1.1% | -3.0% | +1.9% | +0.8% |
| 30D | -7.4% | +2.3% | -9.7% | -8.8% |
| 3M | -12.3% | +15.3% | -27.7% | -20.6% |
| 6M | -19.4% | -14.7% | -4.7% | -11.7% |
| YTD | -35.9% | -26.4% | -9.5% | -23.4% |
| 1Y | -53.4% | -30.4% | -23.0% | -42.8% |
| 3Y | -20.0% | +13.5% | -33.5% | -36.0% |
| All | -50.5% | -39.0% | -11.5% | -40.1% |
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