+2,277.8%
CLS vs TRMB
+1,844.2%
+433.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.4% |
| 7D | -10.6% | -17.0% | +6.4% | -3.7% |
| 30D | -38.4% | -9.0% | -29.4% | -36.3% |
| 3M | -29.9% | -8.1% | -21.7% | -28.0% |
| 6M | -40.6% | -10.1% | -30.6% | -38.8% |
| YTD | -24.6% | -30.2% | +5.6% | -14.3% |
| 1Y | -30.8% | -30.7% | -0.1% | -20.7% |
| 3Y | +811.7% | +32.6% | +779.1% | +726.4% |
| 5Y | +1,838.4% | -38.1% | +1,876.6% | +2,207.1% |
| 10Y | +1,751.5% | +98.9% | +1,652.6% | +1,281.2% |
| All | +2,277.8% | +1,844.2% | +433.6% | +567.5% |
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