-21.5%
CG vs TRI
+0.5%
-21.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.2% | -2.9% | +3.1% | +1.1% |
| 30D | +11.2% | +3.7% | +7.5% | +9.0% |
| 3M | -22.1% | +3.7% | -25.8% | -24.1% |
| 6M | -17.9% | +35.1% | -53.1% | -30.1% |
| YTD | -31.3% | -14.0% | -17.3% | -26.5% |
| 1Y | -24.0% | -19.0% | -5.0% | -15.6% |
| 3Y | +45.0% | -12.0% | +57.0% | +29.3% |
| All | -21.5% | +0.5% | -21.9% | -41.5% |
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