+3.5%
CCL vs TRMB
-37.5%
+41.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.4% |
| 7D | -0.1% | -0.3% | +0.1% | 0.0% |
| 30D | -20.0% | -1.2% | -18.7% | -19.6% |
| 3M | -13.7% | +9.6% | -23.3% | -20.5% |
| 6M | -9.0% | -16.1% | +7.1% | +3.2% |
| YTD | -22.8% | -25.0% | +2.2% | -4.9% |
| 1Y | -25.3% | -27.7% | +2.4% | -5.6% |
| 3Y | +54.1% | +15.3% | +38.8% | +29.2% |
| 5Y | +3.5% | -37.4% | +40.9% | +29.0% |
| All | +3.5% | -37.5% | +41.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling