+36.6%
CTVA vs TRMB
-36.0%
+72.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | -20.8% | +2.8% | -23.6% | -21.2% |
| 30D | -29.6% | -5.9% | -23.8% | -29.2% |
| 3M | -16.9% | -3.3% | -13.6% | -17.0% |
| 6M | -24.3% | +1.3% | -25.6% | -25.5% |
| YTD | -5.6% | -29.0% | +23.4% | +1.3% |
| 1Y | -4.2% | -27.8% | +23.6% | +2.2% |
| 3Y | +43.3% | +36.3% | +7.0% | +28.6% |
| All | +36.6% | -36.0% | +72.7% | +40.2% |
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