+2,029.3%
CLS vs TRMB
+103.0%
+1,926.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +5.2% |
| 7D | +23.5% | +4.1% | +19.4% | +20.8% |
| 30D | -28.9% | -7.0% | -21.9% | -26.4% |
| 3M | -25.2% | -0.9% | -24.2% | -25.8% |
| 6M | -32.1% | -1.2% | -30.9% | -33.0% |
| YTD | -14.1% | -28.7% | +14.7% | +2.0% |
| 1Y | -24.1% | -32.1% | +8.0% | -6.5% |
| 3Y | +897.0% | +33.4% | +863.6% | +764.4% |
| 5Y | +2,089.9% | -35.6% | +2,125.5% | +2,585.8% |
| All | +2,029.3% | +103.0% | +1,926.3% | +1,362.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling