+1,626.7%
CB vs TRI
+561.6%
+1,065.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | +0.3% |
| 7D | +0.5% | -0.5% | +1.0% | +0.6% |
| 30D | -3.1% | +7.9% | -11.0% | -6.4% |
| 3M | +9.0% | +24.1% | -15.1% | -2.1% |
| 6M | +2.9% | +3.8% | -1.0% | -2.2% |
| YTD | +10.1% | -16.9% | +27.0% | +13.5% |
| 1Y | +22.8% | -38.4% | +61.2% | +44.5% |
| 3Y | +73.8% | -12.2% | +86.0% | +68.6% |
| 5Y | +99.2% | -1.8% | +101.0% | +79.9% |
| 10Y | +218.2% | +207.6% | +10.6% | +60.1% |
| All | +1,626.7% | +561.6% | +1,065.1% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling