+97.4%
CB vs TRI
-7.1%
+104.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.5% |
| 7D | -0.6% | -7.1% | +6.5% | +0.4% |
| 30D | -3.9% | -2.3% | -1.6% | -3.6% |
| 3M | +4.9% | +19.6% | -14.7% | +1.5% |
| 6M | +3.3% | -8.7% | +12.0% | +3.8% |
| YTD | +8.5% | -22.3% | +30.8% | +13.7% |
| 1Y | +22.1% | -40.7% | +62.7% | +37.2% |
| 3Y | +70.1% | -17.8% | +87.9% | +68.6% |
| 5Y | +97.4% | -8.5% | +105.9% | +81.4% |
| All | +97.4% | -7.1% | +104.5% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling