+62.3%
CF vs TRI
-41.0%
+103.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +1.2% |
| 7D | -0.9% | -7.1% | +6.2% | -0.4% |
| 30D | +18.1% | -2.3% | +20.4% | +18.2% |
| 3M | +23.4% | +19.6% | +3.8% | +21.3% |
| 6M | +17.1% | -8.7% | +25.8% | +17.7% |
| YTD | +76.2% | -22.3% | +98.5% | +76.6% |
| 1Y | +62.3% | -40.7% | +102.9% | +63.2% |
| All | +62.3% | -41.0% | +103.3% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling