+568.1%
TRI vs CPB
+61.1%
+507.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.1% | -4.6% |
| 7D | -0.5% | -8.6% | +8.1% | +1.5% |
| 30D | +7.9% | -7.2% | +15.1% | +9.7% |
| 3M | +24.1% | +0.9% | +23.2% | +23.8% |
| 6M | +3.8% | -11.8% | +15.6% | +6.7% |
| YTD | -16.9% | -19.4% | +2.6% | -12.9% |
| 1Y | -38.4% | -30.4% | -8.0% | -33.5% |
| 3Y | -12.2% | -40.2% | +27.9% | -3.5% |
| 5Y | -1.8% | -39.5% | +37.7% | +6.2% |
| 10Y | +207.6% | -47.4% | +255.0% | +232.8% |
| All | +568.1% | +61.1% | +507.0% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling