+38.4%
CFG vs TRI
-42.8%
+81.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -1.7% | -14.4% | +12.7% | -1.5% |
| 30D | -4.6% | -8.1% | +3.5% | -4.4% |
| 3M | +7.9% | +17.5% | -9.7% | +7.6% |
| 6M | +19.9% | -5.0% | +24.8% | +20.3% |
| YTD | +21.7% | -24.7% | +46.4% | +24.8% |
| 1Y | +38.4% | -41.5% | +79.9% | +40.7% |
| All | +38.4% | -42.8% | +81.2% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling