+54.0%
TRMB vs CLBK
+60.9%
-6.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.4% |
| 30D | -5.9% | +3.4% | -9.3% | -7.4% |
| 3M | -3.3% | -4.3% | +1.0% | -1.7% |
| 6M | +1.3% | +28.4% | -27.0% | -10.4% |
| YTD | -29.0% | +59.4% | -88.4% | -43.6% |
| 1Y | -27.8% | +64.8% | -92.6% | -43.6% |
| 3Y | +36.3% | +50.6% | -14.3% | +7.6% |
| 5Y | -35.8% | +28.3% | -64.1% | -48.8% |
| All | +54.0% | +60.9% | -6.9% | +1.3% |
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