-37.4%
TRMB vs CRL
-37.4%
0.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -1.2% | +5.0% | -6.2% | -3.1% |
| 3M | +9.6% | +50.6% | -41.0% | -6.8% |
| 6M | -16.1% | +60.9% | -77.1% | -31.3% |
| YTD | -25.0% | +40.7% | -65.7% | -35.5% |
| 1Y | -27.7% | +73.3% | -101.0% | -43.3% |
| 3Y | +15.3% | +40.6% | -25.3% | -7.1% |
| 5Y | -37.4% | -37.0% | -0.4% | -34.7% |
| All | -37.4% | -37.4% | 0.0% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling