+98.9%
TRMB vs CPB
-39.9%
+138.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.1% |
| 7D | -17.0% | +3.3% | -20.2% | -17.1% |
| 30D | -9.0% | +19.0% | -28.0% | -10.0% |
| 3M | -8.1% | +0.4% | -8.6% | -8.3% |
| 6M | -10.1% | +13.0% | -23.0% | -10.7% |
| YTD | -30.2% | -12.7% | -17.5% | -30.0% |
| 1Y | -30.7% | -20.9% | -9.8% | -30.3% |
| 3Y | +32.6% | -35.4% | +68.0% | +33.8% |
| 5Y | -38.1% | -32.3% | -5.9% | -37.6% |
| 10Y | +98.9% | -40.5% | +139.4% | +97.3% |
| All | +98.9% | -39.9% | +138.9% | +97.3% |
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