+742.1%
TRMB vs CRL
+1,379.5%
-637.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -2.1% |
| 30D | +1.5% | +10.7% | -9.1% | -2.6% |
| 3M | +6.8% | +55.3% | -48.5% | -11.1% |
| 6M | -14.9% | +60.7% | -75.6% | -31.0% |
| YTD | -24.1% | +44.6% | -68.7% | -36.1% |
| 1Y | -25.4% | +77.7% | -103.1% | -42.7% |
| 3Y | +8.0% | +37.6% | -29.6% | -13.2% |
| 5Y | -37.3% | -35.8% | -1.5% | -34.1% |
| 10Y | +116.8% | +241.7% | -124.9% | +18.4% |
| All | +742.1% | +1,379.5% | -637.4% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling