+59.6%
TRMB vs CLBK
+65.5%
-5.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -1.5% | -1.6% | -2.4% |
| 30D | +2.3% | -1.0% | +3.4% | +2.8% |
| 3M | +15.3% | +22.9% | -7.6% | +4.4% |
| 6M | -14.7% | +44.2% | -58.9% | -28.4% |
| YTD | -26.4% | +64.0% | -90.4% | -42.1% |
| 1Y | -30.4% | +65.7% | -96.1% | -45.7% |
| 3Y | +13.5% | +54.1% | -40.5% | -11.2% |
| 5Y | -38.6% | +44.7% | -83.3% | -54.6% |
| All | +59.6% | +65.5% | -5.9% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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