+195.5%
TRMB vs CPAY
+1,528.2%
-1,332.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.1% |
| 7D | -0.3% | +0.6% | -0.8% | -0.6% |
| 30D | -1.2% | +3.6% | -4.8% | -3.0% |
| 3M | +9.6% | +16.6% | -7.0% | +1.7% |
| 6M | -16.1% | +29.5% | -45.6% | -26.6% |
| YTD | -25.0% | +35.3% | -60.2% | -36.3% |
| 1Y | -27.7% | +30.6% | -58.3% | -38.0% |
| 3Y | +15.3% | +49.7% | -34.4% | -8.6% |
| 5Y | -37.4% | +54.4% | -91.8% | -51.9% |
| 10Y | +117.5% | +142.8% | -25.3% | +31.7% |
| All | +195.5% | +1,528.2% | -1,332.7% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling