+5,507.0%
CF vs TRI
+437.2%
+5,069.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +10.4% | -7.2% | +17.5% | +14.4% |
| 30D | +7.6% | +4.4% | +3.2% | +4.1% |
| 3M | +5.2% | +4.5% | +0.7% | +0.2% |
| 6M | -0.1% | +23.7% | -23.8% | -16.1% |
| YTD | +61.7% | -14.4% | +76.1% | +61.7% |
| 1Y | +50.3% | -17.4% | +67.7% | +53.5% |
| 3Y | +66.0% | -11.0% | +77.0% | +53.2% |
| 5Y | +114.5% | +0.7% | +113.8% | +77.6% |
| 10Y | +471.5% | +224.0% | +247.5% | +103.3% |
| All | +5,507.0% | +437.2% | +5,069.8% | +1,321.0% |
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