+139.8%
TRV vs CFG
+193.0%
-53.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +0.5% | +2.7% | -2.2% | 0.0% |
| 30D | -4.9% | -3.7% | -1.2% | -4.2% |
| 3M | +23.7% | +9.5% | +14.3% | +21.2% |
| 6M | +20.3% | +22.2% | -1.9% | +15.2% |
| YTD | +27.1% | +22.3% | +4.7% | +21.4% |
| 1Y | +35.3% | +39.4% | -4.1% | +25.6% |
| 3Y | +139.8% | +188.5% | -48.7% | +100.5% |
| All | +139.8% | +193.0% | -53.2% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling