+37.6%
CL vs TRI
-5.2%
+42.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.7% |
| 7D | +1.3% | -4.8% | +6.1% | +1.8% |
| 30D | +11.4% | +13.4% | -2.0% | +10.3% |
| 3M | +4.4% | +13.1% | -8.7% | +3.3% |
| 6M | +10.8% | +24.4% | -13.6% | +8.5% |
| YTD | +25.1% | -11.4% | +36.6% | +28.3% |
| 1Y | +28.0% | -15.6% | +43.5% | +32.2% |
| 3Y | +37.6% | -6.5% | +44.1% | +40.0% |
| All | +37.6% | -5.2% | +42.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling