+293.8%
TRV vs CAG
-35.7%
+329.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | -1.5% | -5.9% | +4.4% | 0.0% |
| 30D | -1.8% | -1.5% | -0.3% | -1.6% |
| 3M | +21.6% | +11.5% | +10.1% | +17.9% |
| 6M | +22.5% | -15.7% | +38.1% | +27.0% |
| YTD | +28.1% | -10.2% | +38.4% | +30.4% |
| 1Y | +37.0% | -18.1% | +55.1% | +42.5% |
| 3Y | +141.9% | -39.4% | +181.3% | +169.4% |
| 5Y | +158.5% | -42.6% | +201.1% | +191.0% |
| All | +293.8% | -35.7% | +329.6% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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