+120.8%
TRMB vs CRL
+244.4%
-123.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -2.9% | -4.6% | +1.7% | -0.8% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | +8.4% | +46.6% | -38.2% | -10.0% |
| 6M | -18.5% | +57.3% | -75.8% | -35.5% |
| YTD | -26.7% | +39.5% | -66.3% | -39.1% |
| 1Y | -28.3% | +76.9% | -105.2% | -47.4% |
| 3Y | +12.6% | +39.4% | -26.8% | -14.1% |
| 5Y | -38.7% | -37.2% | -1.5% | -30.7% |
| 10Y | +120.8% | +253.4% | -132.6% | -9.2% |
| All | +120.8% | +244.4% | -123.7% | -9.2% |
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