-12.0%
TRI vs CPB
-35.1%
+23.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.8% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +3.7% | +19.2% | -15.5% | -0.6% |
| 3M | +3.7% | -0.9% | +4.7% | +3.4% |
| 6M | +35.1% | +15.2% | +19.9% | +31.4% |
| YTD | -14.0% | -13.1% | -0.9% | -14.1% |
| 1Y | -19.0% | -22.4% | +3.5% | -18.3% |
| 3Y | -12.0% | -35.3% | +23.3% | -9.6% |
| All | -12.0% | -35.1% | +23.1% | -9.6% |
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