+101.7%
TRMB vs CPB
-40.9%
+142.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -16.6% | +2.9% | -19.4% | -16.7% |
| 30D | -8.9% | +17.6% | -26.5% | -9.8% |
| 3M | -6.3% | +2.0% | -8.4% | -6.5% |
| 6M | -10.0% | +11.6% | -21.6% | -10.5% |
| YTD | -30.1% | -13.8% | -16.4% | -29.9% |
| 1Y | -31.3% | -21.6% | -9.7% | -30.9% |
| 3Y | +30.8% | -35.8% | +66.6% | +32.1% |
| 5Y | -35.9% | -33.3% | -2.6% | -35.4% |
| 10Y | +101.7% | -39.4% | +141.2% | +96.7% |
| All | +101.7% | -40.9% | +142.6% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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