+71.6%
CRH vs TRMB
+12.4%
+59.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | -6.1% | -3.0% | -3.0% | -4.9% |
| 30D | -9.3% | +2.3% | -11.6% | -10.2% |
| 3M | -15.2% | +15.3% | -30.5% | -20.2% |
| 6M | -14.2% | -14.7% | +0.5% | -9.2% |
| YTD | -28.3% | -26.4% | -1.8% | -19.5% |
| 1Y | -21.8% | -30.4% | +8.6% | -10.5% |
| 3Y | +71.6% | +13.5% | +58.1% | +72.5% |
| All | +71.6% | +12.4% | +59.2% | +72.5% |
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 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