+487.0%
CF vs TRI
+225.4%
+261.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.9% |
| 7D | -0.9% | -11.4% | +10.5% | +2.2% |
| 30D | +6.9% | +4.9% | +2.0% | +5.0% |
| 3M | +4.8% | +7.0% | -2.2% | +1.7% |
| 6M | +4.7% | +18.2% | -13.5% | -3.4% |
| YTD | +56.5% | -14.8% | +71.3% | +60.9% |
| 1Y | +48.4% | -18.0% | +66.4% | +54.9% |
| 3Y | +59.1% | -12.0% | +71.1% | +53.0% |
| 5Y | +109.5% | -0.8% | +110.4% | +85.0% |
| 10Y | +487.0% | +220.1% | +266.8% | +177.9% |
| All | +487.0% | +225.4% | +261.5% | +177.9% |
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