+5,331.8%
CF vs TRI
+455.7%
+4,876.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +3.0% |
| 7D | -3.2% | -4.8% | +1.6% | -1.4% |
| 30D | +4.3% | +13.4% | -9.1% | -3.2% |
| 3M | +2.8% | +13.1% | -10.3% | -5.9% |
| 6M | +0.6% | +24.4% | -23.8% | -15.8% |
| YTD | +56.6% | -11.4% | +68.1% | +54.1% |
| 1Y | +49.6% | -15.6% | +65.2% | +51.4% |
| 3Y | +61.5% | -6.5% | +67.9% | +45.1% |
| 5Y | +124.0% | +5.3% | +118.7% | +81.2% |
| 10Y | +573.2% | +239.9% | +333.2% | +133.3% |
| All | +5,331.8% | +455.7% | +4,876.2% | +1,254.2% |
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