+11.9%
TRMB vs CNI
+18.7%
-6.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -5.4% | -1.1% | -4.3% | -4.9% |
| 30D | -2.0% | -3.5% | +1.6% | -0.2% |
| 3M | +12.3% | +2.2% | +10.1% | +10.9% |
| 6M | -17.6% | +15.1% | -32.7% | -24.1% |
| YTD | -27.5% | +24.7% | -52.1% | -36.5% |
| 1Y | -29.1% | +33.4% | -62.5% | -40.6% |
| All | +11.9% | +18.7% | -6.8% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling