+2,756.7%
CP vs TRI
+584.3%
+2,172.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | -2.9% | +5.1% | +3.6% |
| 30D | +9.3% | +3.7% | +5.6% | +6.4% |
| 3M | +0.5% | +3.7% | -3.3% | -3.5% |
| 6M | +10.4% | +35.1% | -24.7% | -11.4% |
| YTD | +28.7% | -14.0% | +42.7% | +27.8% |
| 1Y | +33.2% | -19.0% | +52.1% | +37.0% |
| 3Y | +38.4% | -12.0% | +50.4% | +29.9% |
| 5Y | +26.2% | +0.6% | +25.5% | +7.4% |
| 10Y | +258.4% | +225.4% | +32.9% | +40.5% |
| All | +2,756.7% | +584.3% | +2,172.4% | +544.4% |
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