-31.0%
TRMB vs CPAY
+59.0%
-90.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.3% | -18.2% |
| 7D | -15.7% | +5.7% | -21.4% | -17.3% |
| 30D | -7.8% | +4.2% | -12.0% | -9.0% |
| 3M | -9.3% | +5.6% | -14.9% | -11.0% |
| 6M | -20.8% | +34.7% | -55.5% | -27.1% |
| YTD | -30.8% | +39.1% | -69.9% | -36.5% |
| 1Y | -31.0% | +60.3% | -91.3% | -37.2% |
| All | -31.0% | +59.0% | -90.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling