+671.7%
CCL vs TRMB
+3,381.2%
-2,709.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -5.0% | -2.5% | -2.5% | -4.5% |
| 30D | -20.3% | +1.5% | -21.9% | -20.7% |
| 3M | -15.1% | +6.8% | -21.9% | -16.5% |
| 6M | -15.1% | -14.9% | -0.2% | -11.9% |
| YTD | -21.8% | -24.1% | +2.3% | -16.8% |
| 1Y | -24.8% | -25.4% | +0.6% | -19.6% |
| 3Y | +51.9% | +8.0% | +43.9% | +50.0% |
| 5Y | +4.0% | -37.3% | +41.3% | +16.6% |
| 10Y | -42.2% | +116.8% | -159.0% | -47.2% |
| All | +671.7% | +3,381.2% | -2,709.4% | +394.7% |
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