+3,038.3%
CLS vs TRMB
+113.5%
+2,924.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.5% |
| 7D | +20.1% | -2.9% | +23.0% | +22.2% |
| 30D | +6.0% | -1.8% | +7.8% | +6.5% |
| 3M | -10.3% | +8.4% | -18.7% | -15.9% |
| 6M | +24.5% | -18.5% | +43.0% | +38.9% |
| YTD | +12.9% | -26.7% | +39.6% | +32.8% |
| 1Y | +36.7% | -28.3% | +65.0% | +64.0% |
| 3Y | +1,328.1% | +12.6% | +1,315.5% | +1,251.1% |
| 5Y | +3,682.3% | -38.7% | +3,721.0% | +4,681.0% |
| 10Y | +3,038.3% | +120.8% | +2,917.5% | +2,030.7% |
| All | +3,038.3% | +113.5% | +2,924.7% | +2,030.7% |
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 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