+57.3%
CL vs TRI
+190.6%
-133.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | 0.0% |
| 7D | -2.3% | -8.4% | +6.1% | -0.6% |
| 30D | -5.5% | -6.5% | +1.0% | -4.4% |
| 3M | +0.8% | +18.6% | -17.7% | -3.6% |
| 6M | -4.2% | -10.4% | +6.2% | -3.0% |
| YTD | +13.4% | -23.7% | +37.1% | +19.7% |
| 1Y | +7.1% | -42.5% | +49.5% | +22.9% |
| 3Y | +29.0% | -19.3% | +48.3% | +29.8% |
| 5Y | +28.3% | -9.7% | +38.0% | +22.3% |
| 10Y | +57.3% | +194.4% | -137.1% | +5.0% |
| All | +57.3% | +190.6% | -133.3% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling