-30.4%
TRMB vs CLBK
+68.0%
-98.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.0% | -1.5% | -1.6% | -2.6% |
| 30D | +2.3% | -1.0% | +3.4% | +2.7% |
| 3M | +15.3% | +22.9% | -7.6% | +6.8% |
| 6M | -14.7% | +44.2% | -58.9% | -25.4% |
| YTD | -26.4% | +64.0% | -90.4% | -38.2% |
| 1Y | -30.4% | +65.7% | -96.1% | -42.2% |
| All | -30.4% | +68.0% | -98.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling