+101.7%
TRMB vs CRL
+353.6%
-251.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +1.1% |
| 7D | -16.6% | -1.7% | -14.8% | -15.7% |
| 30D | -8.9% | +14.6% | -23.5% | -14.4% |
| 3M | -6.3% | +24.8% | -31.2% | -15.8% |
| 6M | -10.0% | +94.7% | -104.6% | -35.0% |
| YTD | -30.1% | +73.4% | -103.5% | -47.5% |
| 1Y | -31.3% | +104.7% | -136.0% | -52.4% |
| 3Y | +30.8% | +101.1% | -70.2% | -16.4% |
| 5Y | -35.9% | -10.8% | -25.2% | -38.9% |
| 10Y | +101.7% | +358.8% | -257.1% | -20.3% |
| All | +101.7% | +353.6% | -251.9% | -20.3% |
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 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