+36.1%
CCL vs TRMB
-34.2%
+70.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -2.5% |
| 7D | -1.5% | +4.1% | -5.7% | -4.4% |
| 30D | +16.5% | -5.1% | +21.5% | +16.9% |
| 3M | +11.2% | -2.6% | +13.8% | +8.5% |
| 6M | +22.6% | -2.7% | +25.3% | +18.9% |
| YTD | +2.6% | -27.9% | +30.5% | +25.8% |
| 1Y | +17.0% | -29.0% | +46.0% | +44.9% |
| 3Y | +145.5% | +35.0% | +110.6% | +73.7% |
| 5Y | +36.1% | -33.9% | +70.0% | +64.4% |
| All | +36.1% | -34.2% | +70.3% | +64.4% |
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