+533.1%
CL vs TRI
+581.4%
-48.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | -7.2% | +6.4% | +1.0% |
| 30D | +9.5% | +4.4% | +5.1% | +8.2% |
| 3M | +6.8% | +4.5% | +2.3% | +5.0% |
| 6M | +14.3% | +23.7% | -9.4% | +6.7% |
| YTD | +27.0% | -14.4% | +41.4% | +28.3% |
| 1Y | +26.3% | -17.4% | +43.6% | +28.8% |
| 3Y | +39.3% | -11.0% | +50.3% | +37.1% |
| 5Y | +41.5% | +0.7% | +40.8% | +33.4% |
| 10Y | +84.1% | +224.0% | -139.9% | +25.1% |
| All | +533.1% | +581.4% | -48.2% | +217.8% |
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