+2,770.3%
CP vs TRI
+584.0%
+2,186.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.9% | -7.5% | +8.4% | +4.8% |
| 30D | +10.3% | +3.9% | +6.4% | +7.2% |
| 3M | +2.3% | +7.2% | -4.9% | -3.4% |
| 6M | +10.7% | +27.0% | -16.2% | -8.1% |
| YTD | +29.3% | -14.0% | +43.4% | +28.5% |
| 1Y | +31.5% | -17.7% | +49.1% | +33.8% |
| 3Y | +36.7% | -10.7% | +47.4% | +27.0% |
| 5Y | +26.8% | +0.6% | +26.2% | +7.9% |
| 10Y | +260.1% | +225.3% | +34.8% | +41.2% |
| All | +2,770.3% | +584.0% | +2,186.3% | +547.6% |
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 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