+89.6%
CL vs TRI
+225.2%
-135.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | -2.9% | +6.1% | +3.8% |
| 30D | +8.0% | +3.7% | +4.3% | +7.1% |
| 3M | +7.9% | +3.7% | +4.1% | +6.5% |
| 6M | +14.7% | +35.1% | -20.4% | +6.0% |
| YTD | +29.2% | -14.0% | +43.2% | +32.5% |
| 1Y | +29.5% | -19.0% | +48.5% | +35.3% |
| 3Y | +40.7% | -12.0% | +52.6% | +39.3% |
| 5Y | +43.9% | +0.6% | +43.2% | +34.0% |
| All | +89.6% | +225.2% | -135.6% | +17.3% |
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