-31.0%
TRMB vs CRL
+85.3%
-116.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -10.0% | -15.4% |
| 7D | -15.7% | -12.8% | -2.9% | -12.7% |
| 30D | -7.8% | +5.0% | -12.7% | -8.4% |
| 3M | -9.3% | +39.4% | -48.7% | -16.1% |
| 6M | -20.8% | +89.4% | -110.2% | -32.8% |
| YTD | -30.8% | +63.6% | -94.3% | -38.2% |
| 1Y | -31.0% | +83.5% | -114.4% | -39.3% |
| All | -31.0% | +85.3% | -116.3% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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