+67.4%
CVE vs TRMB
+352.5%
-285.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -17.3% | +9.7% | -0.2% |
| 7D | -12.1% | -15.7% | +3.6% | -5.8% |
| 30D | -9.8% | -7.8% | -2.0% | -7.3% |
| 3M | -0.7% | -9.3% | +8.6% | +2.4% |
| 6M | -4.3% | -20.8% | +16.5% | +3.5% |
| YTD | +70.6% | -30.8% | +101.4% | +93.5% |
| 1Y | +73.2% | -31.0% | +104.1% | +95.7% |
| 3Y | +60.3% | +27.9% | +32.4% | +32.3% |
| 5Y | +159.3% | -37.4% | +196.7% | +185.0% |
| 10Y | +147.4% | +109.7% | +37.7% | +55.8% |
| All | +67.4% | +352.5% | -285.1% | -39.2% |
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 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