+2,491.1%
CLS vs TRMB
+1,908.2%
+583.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.2% | +5.3% | +7.2% |
| 7D | +2.8% | +4.1% | -1.4% | +1.3% |
| 30D | -30.1% | -5.1% | -25.0% | -28.8% |
| 3M | -21.7% | -2.6% | -19.1% | -21.5% |
| 6M | -36.2% | -2.7% | -33.6% | -36.3% |
| YTD | -17.8% | -27.9% | +10.1% | -7.8% |
| 1Y | -26.8% | -29.0% | +2.2% | -16.9% |
| 3Y | +853.4% | +35.0% | +818.4% | +758.3% |
| 5Y | +2,005.0% | -33.9% | +2,038.9% | +2,342.7% |
| 10Y | +1,929.4% | +106.1% | +1,823.3% | +1,393.5% |
| All | +2,491.1% | +1,908.2% | +583.0% | +618.4% |
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