+674.2%
TRMB vs CRL
+1,712.0%
-1,037.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.6% | -0.8% |
| 7D | -17.0% | +4.4% | -21.3% | -18.2% |
| 30D | -9.0% | +17.1% | -26.1% | -14.6% |
| 3M | -8.1% | +32.1% | -40.2% | -18.2% |
| 6M | -10.1% | +98.9% | -109.0% | -32.7% |
| YTD | -30.2% | +77.1% | -107.3% | -46.0% |
| 1Y | -30.7% | +110.3% | -141.0% | -50.0% |
| 3Y | +32.6% | +108.5% | -75.9% | -9.9% |
| 5Y | -38.1% | -7.9% | -30.3% | -43.6% |
| 10Y | +98.9% | +368.9% | -270.0% | -4.0% |
| All | +674.2% | +1,712.0% | -1,037.8% | +132.9% |
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