+5,967.0%
CF vs TRI
+421.6%
+5,545.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +14.8% | +7.9% | +7.0% | +9.7% |
| 3M | +14.1% | +24.1% | -10.0% | -1.4% |
| 6M | +28.5% | +3.8% | +24.7% | +20.0% |
| YTD | +74.9% | -16.9% | +91.8% | +81.1% |
| 1Y | +61.7% | -38.4% | +100.1% | +99.1% |
| 3Y | +80.3% | -12.2% | +92.5% | +70.0% |
| 5Y | +226.0% | -1.8% | +227.8% | +177.5% |
| 10Y | +569.9% | +207.6% | +362.2% | +150.7% |
| All | +5,967.0% | +421.6% | +5,545.3% | +1,491.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling