+49.0%
CG vs TRI
-19.2%
+68.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.2% | -3.6% |
| 7D | -6.4% | -8.4% | +2.0% | -4.7% |
| 30D | -7.1% | -6.5% | -0.6% | -5.8% |
| 3M | -1.6% | +18.6% | -20.2% | -5.9% |
| 6M | -8.3% | -10.4% | +2.1% | -6.0% |
| YTD | -23.8% | -23.7% | -0.1% | -18.7% |
| 1Y | -28.7% | -42.5% | +13.7% | -17.8% |
| All | +49.0% | -19.2% | +68.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling