+8,621.5%
CRS vs TRMB
+3,381.2%
+5,240.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | -0.2% | -2.5% | +2.3% | +0.4% |
| 30D | -16.6% | +1.5% | -18.2% | -17.0% |
| 3M | -3.5% | +6.8% | -10.2% | -5.6% |
| 6M | +15.4% | -14.9% | +30.4% | +19.3% |
| YTD | +51.2% | -24.1% | +75.3% | +60.2% |
| 1Y | +98.3% | -25.4% | +123.7% | +111.0% |
| 3Y | +651.5% | +8.0% | +643.5% | +628.3% |
| 5Y | +1,411.1% | -37.3% | +1,448.4% | +1,561.2% |
| 10Y | +1,424.3% | +116.8% | +1,307.5% | +1,210.8% |
| All | +8,621.5% | +3,381.2% | +5,240.3% | +5,013.8% |
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