+3,542.1%
CLS vs TRMB
-37.5%
+3,579.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.4% |
| 7D | +12.8% | -0.3% | +13.0% | +13.0% |
| 30D | +3.8% | -1.2% | +5.0% | +4.0% |
| 3M | -14.6% | +9.6% | -24.2% | -21.1% |
| 6M | +32.2% | -16.1% | +48.4% | +47.3% |
| YTD | +11.6% | -25.0% | +36.6% | +32.8% |
| 1Y | +35.1% | -27.7% | +62.7% | +66.0% |
| 3Y | +1,312.5% | +15.3% | +1,297.2% | +1,228.3% |
| 5Y | +3,542.1% | -37.4% | +3,579.5% | +5,117.9% |
| All | +3,542.1% | -37.5% | +3,579.6% | +5,117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling