+574.3%
CF vs TRI
+190.0%
+384.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.7% |
| 7D | -0.9% | -7.1% | +6.2% | +1.1% |
| 30D | +18.1% | -2.3% | +20.4% | +18.4% |
| 3M | +23.4% | +19.6% | +3.8% | +14.5% |
| 6M | +17.1% | -8.7% | +25.8% | +18.1% |
| YTD | +76.2% | -22.3% | +98.5% | +87.6% |
| 1Y | +62.3% | -40.7% | +102.9% | +93.1% |
| 3Y | +71.8% | -17.8% | +89.6% | +68.4% |
| 5Y | +234.6% | -8.5% | +243.1% | +202.3% |
| 10Y | +574.3% | +192.6% | +381.7% | +197.4% |
| All | +574.3% | +190.0% | +384.2% | +197.4% |
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 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