+306.8%
CFG vs TRI
+190.6%
+116.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.3% |
| 7D | -0.6% | -8.4% | +7.8% | +2.0% |
| 30D | -4.5% | -6.5% | +1.9% | -3.0% |
| 3M | +6.3% | +18.6% | -12.3% | -1.6% |
| 6M | +20.6% | -10.4% | +31.0% | +22.4% |
| YTD | +21.2% | -23.7% | +44.9% | +30.9% |
| 1Y | +38.2% | -42.5% | +80.6% | +70.4% |
| 3Y | +185.9% | -19.3% | +205.2% | +182.1% |
| 5Y | +97.0% | -9.7% | +106.6% | +77.3% |
| 10Y | +306.8% | +194.4% | +112.4% | +102.2% |
| All | +306.8% | +190.6% | +116.2% | +102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling