+117.5%
TRMB vs CPB
-45.7%
+163.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.3% |
| 7D | -0.3% | -8.2% | +8.0% | +0.2% |
| 30D | -1.2% | -5.6% | +4.4% | -0.9% |
| 3M | +9.6% | +3.0% | +6.6% | +9.5% |
| 6M | -16.1% | -12.7% | -3.4% | -15.7% |
| YTD | -25.0% | -18.0% | -7.0% | -24.4% |
| 1Y | -27.7% | -31.7% | +4.0% | -26.6% |
| 3Y | +15.3% | -41.0% | +56.3% | +17.2% |
| 5Y | -37.4% | -38.4% | +1.0% | -36.5% |
| 10Y | +117.5% | -45.0% | +162.4% | +127.0% |
| All | +117.5% | -45.7% | +163.1% | +127.0% |
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