+110.9%
CF vs TRI
+0.5%
+110.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.8% | -2.9% | +7.7% | +5.1% |
| 30D | +4.7% | +3.7% | +1.0% | +4.1% |
| 3M | +7.4% | +3.7% | +3.7% | +6.6% |
| 6M | +0.6% | +35.1% | -34.5% | -4.5% |
| YTD | +64.1% | -14.0% | +78.1% | +66.9% |
| 1Y | +51.4% | -19.0% | +70.4% | +55.9% |
| 3Y | +67.8% | -12.0% | +79.8% | +64.1% |
| All | +110.9% | +0.5% | +110.5% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling