+281.1%
CG vs TRI
+423.6%
-142.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.2% | -2.9% | +3.1% | +1.4% |
| 30D | +11.2% | +3.7% | +7.5% | +8.3% |
| 3M | -22.1% | +3.7% | -25.8% | -24.9% |
| 6M | -17.9% | +35.1% | -53.1% | -33.5% |
| YTD | -31.3% | -14.0% | -17.3% | -29.2% |
| 1Y | -24.0% | -19.0% | -5.0% | -18.6% |
| 3Y | +45.0% | -12.0% | +57.0% | +38.0% |
| 5Y | -22.6% | +0.6% | -23.3% | -33.1% |
| 10Y | +282.1% | +225.4% | +56.7% | +67.4% |
| All | +281.1% | +423.6% | -142.4% | +37.9% |
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