+116.7%
TRMB vs CNI
+138.2%
-21.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | -3.0% | -0.4% | -2.7% | -2.8% |
| 30D | +2.3% | -2.7% | +5.0% | +4.2% |
| 3M | +15.3% | +3.9% | +11.4% | +12.0% |
| 6M | -14.7% | +16.4% | -31.1% | -24.1% |
| YTD | -26.4% | +25.8% | -52.2% | -38.4% |
| 1Y | -30.4% | +32.4% | -62.8% | -44.1% |
| 3Y | +13.5% | +19.1% | -5.5% | -3.2% |
| 5Y | -38.6% | +13.6% | -52.1% | -46.2% |
| All | +116.7% | +138.2% | -21.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling