+220.7%
CF vs TRI
-1.9%
+222.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.6% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +14.8% | +7.9% | +7.0% | +13.7% |
| 3M | +14.1% | +24.1% | -10.0% | +10.3% |
| 6M | +28.5% | +3.8% | +24.7% | +27.1% |
| YTD | +74.9% | -16.9% | +91.8% | +78.8% |
| 1Y | +61.7% | -38.4% | +100.1% | +74.8% |
| 3Y | +80.3% | -12.2% | +92.5% | +76.4% |
| All | +220.7% | -1.9% | +222.7% | +197.3% |
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