-38.7%
TRMB vs CLBK
+41.8%
-80.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -2.9% | -1.5% | -1.4% | -2.4% |
| 30D | -1.8% | +6.7% | -8.5% | -4.1% |
| 3M | +8.4% | +21.2% | -12.8% | +1.2% |
| 6M | -18.5% | +42.0% | -60.5% | -28.1% |
| YTD | -26.7% | +63.3% | -90.0% | -38.5% |
| 1Y | -28.3% | +65.4% | -93.7% | -40.3% |
| 3Y | +12.6% | +52.5% | -39.9% | -5.1% |
| 5Y | -38.7% | +42.0% | -80.7% | -49.6% |
| All | -38.7% | +41.8% | -80.5% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling