+481.0%
CF vs TRI
+222.0%
+259.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | -1.6% | +6.4% | +5.0% |
| 30D | +9.7% | +5.0% | +4.7% | +7.7% |
| 3M | +1.2% | +4.6% | -3.3% | -1.2% |
| 6M | +7.4% | +18.3% | -10.9% | -0.9% |
| YTD | +60.5% | -14.7% | +75.2% | +65.0% |
| 1Y | +50.7% | -16.7% | +67.4% | +56.4% |
| 3Y | +64.8% | -11.3% | +76.1% | +57.8% |
| 5Y | +115.8% | -0.6% | +116.4% | +90.3% |
| 10Y | +481.0% | +220.2% | +260.8% | +169.5% |
| All | +481.0% | +222.0% | +259.0% | +169.5% |
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