+590.9%
TRI vs CPB
+73.7%
+517.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.7% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | +3.7% | +19.2% | -15.5% | -0.5% |
| 3M | +3.7% | -0.9% | +4.7% | +3.8% |
| 6M | +35.1% | +15.2% | +19.9% | +30.7% |
| YTD | -14.0% | -13.1% | -0.9% | -11.7% |
| 1Y | -19.0% | -22.4% | +3.5% | -14.7% |
| 3Y | -12.0% | -35.3% | +23.3% | -5.0% |
| 5Y | +0.6% | -33.0% | +33.6% | +6.2% |
| 10Y | +225.4% | -39.2% | +264.6% | +237.6% |
| All | +590.9% | +73.7% | +517.2% | +394.2% |
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