+191.1%
TRI vs CPB
-45.3%
+236.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.9% | -1.8% | -6.1% | -7.7% |
| 30D | -4.5% | -7.1% | +2.6% | -3.5% |
| 3M | +22.1% | -6.0% | +28.2% | +23.2% |
| 6M | -2.8% | -5.3% | +2.5% | -2.1% |
| YTD | -23.4% | -20.8% | -2.6% | -21.3% |
| 1Y | -41.5% | -33.8% | -7.7% | -38.7% |
| 3Y | -19.2% | -43.7% | +24.5% | -14.4% |
| 5Y | -9.4% | -40.7% | +31.3% | -5.0% |
| All | +191.1% | -45.3% | +236.3% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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