-30.4%
TRMB vs CPAY
+33.9%
-64.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -2.0% | -1.1% | -2.5% |
| 30D | +2.3% | -0.4% | +2.7% | +2.4% |
| 3M | +15.3% | +16.4% | -1.0% | +10.3% |
| 6M | -14.7% | +23.5% | -38.2% | -19.6% |
| YTD | -26.4% | +35.7% | -62.1% | -32.3% |
| 1Y | -30.4% | +30.2% | -60.6% | -34.4% |
| All | -30.4% | +33.9% | -64.3% | -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 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