+11.9%
TRMB vs CPAY
+49.2%
-37.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -5.4% | -2.7% | -2.8% | -4.2% |
| 30D | -2.0% | +0.6% | -2.5% | -2.3% |
| 3M | +12.3% | +17.0% | -4.7% | +4.2% |
| 6M | -17.6% | +24.1% | -41.7% | -26.1% |
| YTD | -27.5% | +35.7% | -63.2% | -38.6% |
| 1Y | -29.1% | +34.0% | -63.1% | -39.7% |
| All | +11.9% | +49.2% | -37.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling