+1,401.6%
CRS vs TRMB
-39.6%
+1,441.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -4.1% | -5.4% | +1.3% | -1.3% |
| 30D | -16.6% | -2.0% | -14.6% | -16.0% |
| 3M | -14.3% | +12.3% | -26.6% | -20.6% |
| 6M | +11.6% | -17.6% | +29.2% | +22.2% |
| YTD | +42.6% | -27.5% | +70.0% | +66.4% |
| 1Y | +81.8% | -29.1% | +110.9% | +114.5% |
| 3Y | +632.1% | +11.5% | +620.6% | +558.8% |
| 5Y | +1,401.6% | -39.5% | +1,441.1% | +1,799.5% |
| All | +1,401.6% | -39.6% | +1,441.3% | +1,799.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling