+50.3%
CF vs TRI
-16.5%
+66.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +10.4% | -7.2% | +17.5% | +10.8% |
| 30D | +7.6% | +4.4% | +3.2% | +7.3% |
| 3M | +5.2% | +4.5% | +0.7% | +4.9% |
| 6M | -0.1% | +23.7% | -23.8% | -1.8% |
| YTD | +61.7% | -14.4% | +76.1% | +60.4% |
| 1Y | +50.3% | -17.4% | +67.7% | +51.9% |
| All | +50.3% | -16.5% | +66.8% | +51.9% |
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 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