+326.8%
CFG vs TRI
+292.9%
+33.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +2.8% | +5.0% | -2.3% | +0.5% |
| 3M | -10.1% | +4.6% | -14.7% | -12.7% |
| 6M | +3.2% | +18.3% | -15.1% | -6.4% |
| YTD | +14.2% | -14.7% | +28.9% | +17.6% |
| 1Y | +27.4% | -16.7% | +44.1% | +32.6% |
| 3Y | +187.6% | -11.3% | +198.9% | +173.8% |
| 5Y | +65.7% | -0.6% | +66.3% | +44.3% |
| 10Y | +219.7% | +220.2% | -0.6% | +40.1% |
| All | +326.8% | +292.9% | +33.9% | +69.4% |
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