+811.7%
CLS vs TRMB
+29.6%
+782.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.1% |
| 7D | -10.6% | -17.0% | +6.4% | +2.0% |
| 30D | -38.4% | -9.0% | -29.4% | -34.9% |
| 3M | -29.9% | -8.1% | -21.7% | -27.1% |
| 6M | -40.6% | -10.1% | -30.6% | -37.5% |
| YTD | -24.6% | -30.2% | +5.6% | -1.4% |
| 1Y | -30.8% | -30.7% | -0.1% | -7.9% |
| 3Y | +811.7% | +32.6% | +779.1% | +668.2% |
| All | +811.7% | +29.6% | +782.1% | +668.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling