+28.1%
CL vs TRI
-7.1%
+35.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.3% |
| 7D | -1.4% | -7.1% | +5.7% | -0.6% |
| 30D | -5.2% | -2.3% | -2.9% | -5.0% |
| 3M | +3.3% | +19.6% | -16.3% | +0.9% |
| 6M | -4.4% | -8.7% | +4.3% | -3.9% |
| YTD | +13.9% | -22.3% | +36.2% | +18.5% |
| 1Y | +7.6% | -40.7% | +48.3% | +18.5% |
| 3Y | +29.6% | -17.8% | +47.3% | +30.0% |
| 5Y | +28.1% | -8.5% | +36.6% | +20.6% |
| All | +28.1% | -7.1% | +35.1% | +20.6% |
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