+36.3%
TRMB vs CLBK
+54.0%
-17.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | -5.9% | +3.4% | -9.3% | -7.2% |
| 3M | -3.3% | -4.3% | +1.0% | -1.9% |
| 6M | +1.3% | +28.4% | -27.0% | -9.1% |
| YTD | -29.0% | +59.4% | -88.4% | -42.1% |
| 1Y | -27.8% | +64.8% | -92.6% | -42.0% |
| 3Y | +36.3% | +50.6% | -14.3% | +13.2% |
| All | +36.3% | +54.0% | -17.7% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling