+912.2%
CCL vs TRMB
+3,206.1%
-2,293.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -0.9% |
| 7D | -1.5% | +4.1% | -5.7% | -2.5% |
| 30D | +16.5% | -5.1% | +21.5% | +17.0% |
| 3M | +11.2% | -2.6% | +13.8% | +10.9% |
| 6M | +22.6% | -2.7% | +25.3% | +22.2% |
| YTD | +2.6% | -27.9% | +30.5% | +9.6% |
| 1Y | +17.0% | -29.0% | +46.0% | +25.4% |
| 3Y | +145.5% | +35.0% | +110.6% | +129.9% |
| 5Y | +36.1% | -33.9% | +70.0% | +50.2% |
| 10Y | -29.4% | +106.1% | -135.6% | -35.1% |
| All | +912.2% | +3,206.1% | -2,293.9% | +551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling