-27.7%
TRMB vs CPB
-31.9%
+4.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.4% |
| 7D | -0.3% | -8.2% | +8.0% | +1.0% |
| 30D | -1.2% | -5.6% | +4.4% | -0.4% |
| 3M | +9.6% | +3.0% | +6.6% | +9.6% |
| 6M | -16.1% | -12.7% | -3.4% | -15.4% |
| YTD | -25.0% | -18.0% | -7.0% | -24.2% |
| 1Y | -27.7% | -31.7% | +4.0% | -26.6% |
| All | -27.7% | -31.9% | +4.2% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling