+246.7%
CB vs TRI
+221.6%
+25.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.0% | -7.2% | +6.1% | +0.9% |
| 30D | +7.3% | +4.4% | +2.9% | +5.7% |
| 3M | +7.0% | +4.5% | +2.5% | +4.9% |
| 6M | +16.3% | +23.7% | -7.4% | +7.0% |
| YTD | +19.7% | -14.4% | +34.1% | +23.3% |
| 1Y | +27.8% | -17.4% | +45.2% | +33.3% |
| 3Y | +72.0% | -11.0% | +83.0% | +67.1% |
| 5Y | +104.9% | +0.7% | +104.2% | +84.2% |
| 10Y | +246.7% | +224.0% | +22.7% | +95.9% |
| All | +246.7% | +221.6% | +25.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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