+1,323.2%
CRS vs TRMB
+121.9%
+1,201.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.6% | -2.1% |
| 7D | -6.8% | -3.0% | -3.7% | -4.9% |
| 30D | -16.1% | +2.3% | -18.5% | -17.8% |
| 3M | -21.2% | +15.3% | -36.5% | -29.7% |
| 6M | +8.7% | -14.7% | +23.4% | +18.1% |
| YTD | +41.0% | -26.4% | +67.4% | +67.4% |
| 1Y | +82.7% | -30.4% | +113.1% | +125.0% |
| 3Y | +604.8% | +13.5% | +591.3% | +490.7% |
| 5Y | +1,384.7% | -38.6% | +1,423.3% | +1,800.4% |
| All | +1,323.2% | +121.9% | +1,201.4% | +532.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling