-19.5%
TRI vs CPB
-40.6%
+21.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -2.0% |
| 7D | -8.4% | -8.0% | -0.4% | -6.8% |
| 30D | -6.5% | -2.4% | -4.1% | -6.1% |
| 3M | +18.6% | +0.5% | +18.0% | +18.4% |
| 6M | -10.4% | -10.5% | 0.0% | -9.7% |
| YTD | -23.7% | -17.5% | -6.2% | -22.5% |
| 1Y | -42.5% | -31.0% | -11.4% | -40.8% |
| All | -19.5% | -40.6% | +21.1% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling