+116.7%
TRMB vs CPAY
+155.2%
-38.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -2.0% | -1.1% | -2.1% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | +15.3% | +16.4% | -1.0% | +6.8% |
| 6M | -14.7% | +23.5% | -38.2% | -23.9% |
| YTD | -26.4% | +35.7% | -62.1% | -38.1% |
| 1Y | -30.4% | +30.2% | -60.6% | -40.6% |
| 3Y | +13.5% | +49.7% | -36.2% | -11.2% |
| 5Y | -38.6% | +56.6% | -95.1% | -54.0% |
| All | +116.7% | +155.2% | -38.5% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling