+0.9%
CG vs TRI
-10.0%
+10.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.4% |
| 7D | -9.9% | -7.9% | -2.0% | -7.0% |
| 30D | -11.7% | -4.5% | -7.2% | -10.3% |
| 3M | -4.3% | +22.1% | -26.4% | -13.5% |
| 6M | -8.8% | -2.8% | -6.0% | -9.4% |
| YTD | -26.9% | -23.4% | -3.4% | -17.6% |
| 1Y | -35.4% | -41.5% | +6.1% | -14.3% |
| 3Y | +43.0% | -19.2% | +62.2% | +31.2% |
| All | +0.9% | -10.0% | +10.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling