+154.5%
TRV vs CFG
+99.7%
+54.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -2.3% | -4.5% | +2.2% | -1.2% |
| 3M | +22.7% | +6.3% | +16.4% | +20.5% |
| 6M | +21.9% | +20.6% | +1.3% | +15.9% |
| YTD | +27.5% | +21.2% | +6.2% | +20.7% |
| 1Y | +36.2% | +38.2% | -1.9% | +24.4% |
| 3Y | +140.6% | +185.9% | -45.3% | +77.4% |
| 5Y | +154.5% | +97.0% | +57.5% | +102.7% |
| All | +154.5% | +99.7% | +54.9% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling