+61.5%
CF vs TRI
-5.2%
+66.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.0% |
| 7D | -3.2% | -4.8% | +1.6% | -2.8% |
| 30D | +4.3% | +13.4% | -9.1% | +3.4% |
| 3M | +2.8% | +13.1% | -10.3% | +1.8% |
| 6M | +0.6% | +24.4% | -23.8% | -1.5% |
| YTD | +56.6% | -11.4% | +68.1% | +56.5% |
| 1Y | +49.6% | -15.6% | +65.2% | +50.3% |
| 3Y | +61.5% | -6.5% | +67.9% | +68.8% |
| All | +61.5% | -5.2% | +66.7% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling