+470.2%
CL vs TRI
+561.6%
-91.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +4.0% | -0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -4.8% | +7.9% | -12.7% | -6.7% |
| 3M | +4.9% | +24.1% | -19.2% | -1.2% |
| 6M | -5.7% | +3.8% | -9.5% | -8.2% |
| YTD | +14.4% | -16.9% | +31.2% | +16.9% |
| 1Y | +8.7% | -38.4% | +47.1% | +20.2% |
| 3Y | +30.0% | -12.2% | +42.2% | +28.8% |
| 5Y | +28.4% | -1.8% | +30.2% | +22.1% |
| 10Y | +50.1% | +207.6% | -157.5% | +3.7% |
| All | +470.2% | +561.6% | -91.4% | +189.5% |
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