+293.8%
TRV vs CFG
+311.8%
-18.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.9% |
| 30D | -1.8% | -4.6% | +2.8% | -0.2% |
| 3M | +21.6% | +7.9% | +13.7% | +18.0% |
| 6M | +22.5% | +19.9% | +2.6% | +14.2% |
| YTD | +28.1% | +21.7% | +6.5% | +18.4% |
| 1Y | +37.0% | +38.4% | -1.4% | +20.4% |
| 3Y | +141.9% | +187.0% | -45.1% | +55.8% |
| 5Y | +158.5% | +99.5% | +59.0% | +84.3% |
| All | +293.8% | +311.8% | -18.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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