+228.1%
CP vs TRI
+195.1%
+33.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | +0.6% | -8.4% | +9.0% | +3.4% |
| 30D | -0.5% | -6.5% | +6.0% | +1.3% |
| 3M | +0.1% | +18.6% | -18.5% | -7.6% |
| 6M | +7.8% | -10.4% | +18.3% | +9.6% |
| YTD | +22.9% | -23.7% | +46.6% | +33.2% |
| 1Y | +21.3% | -42.5% | +63.8% | +51.7% |
| 3Y | +20.4% | -19.3% | +39.6% | +19.6% |
| 5Y | +34.9% | -9.7% | +44.6% | +23.0% |
| All | +228.1% | +195.1% | +33.0% | +72.7% |
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