+89.9%
CVE vs TRMB
+396.0%
-306.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +2.5% | -2.5% | +5.0% | +3.6% |
| 30D | +16.7% | +1.5% | +15.2% | +15.6% |
| 3M | +9.3% | +6.8% | +2.5% | +4.8% |
| 6M | +43.6% | -14.9% | +58.5% | +51.1% |
| YTD | +93.6% | -24.1% | +117.7% | +113.0% |
| 1Y | +98.8% | -25.4% | +124.1% | +118.7% |
| 3Y | +73.6% | +8.0% | +65.6% | +55.5% |
| 5Y | +312.5% | -37.3% | +349.8% | +359.1% |
| 10Y | +161.0% | +116.8% | +44.2% | +62.7% |
| All | +89.9% | +396.0% | -306.1% | -33.1% |
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 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