+95.4%
TRMB vs CRL
+350.3%
-254.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -5.9% | +11.9% | -17.8% | -10.7% |
| 3M | -3.3% | +20.2% | -23.5% | -11.6% |
| 6M | +1.3% | +107.5% | -106.2% | -29.0% |
| YTD | -29.0% | +69.4% | -98.4% | -46.1% |
| 1Y | -27.8% | +99.7% | -127.5% | -49.4% |
| 3Y | +36.3% | +98.8% | -62.5% | -12.5% |
| 5Y | -35.8% | -12.4% | -23.4% | -38.4% |
| All | +95.4% | +350.3% | -254.9% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling