+3,231.7%
CLS vs TRMB
+2,014.5%
+1,217.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | +4.6% | -2.5% | +7.1% | +5.7% |
| 30D | -13.9% | +1.5% | -15.4% | -14.7% |
| 3M | -26.6% | +6.8% | -33.3% | -29.1% |
| 6M | +15.4% | -14.9% | +30.4% | +22.5% |
| YTD | +5.7% | -24.1% | +29.8% | +16.7% |
| 1Y | +41.1% | -25.4% | +66.5% | +57.8% |
| 3Y | +1,228.6% | +8.0% | +1,220.6% | +1,198.8% |
| 5Y | +3,240.6% | -37.3% | +3,277.9% | +3,868.9% |
| 10Y | +2,760.3% | +116.8% | +2,643.5% | +1,966.1% |
| All | +3,231.7% | +2,014.5% | +1,217.2% | +808.8% |
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 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