+6,477.2%
TRV vs CI
+7,591.2%
-1,114.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -0.1% | +1.3% | -1.5% | -0.5% |
| 30D | -3.4% | +4.4% | -7.9% | -4.7% |
| 3M | +26.4% | +0.7% | +25.7% | +25.8% |
| 6M | +19.3% | +0.3% | +19.0% | +18.5% |
| YTD | +28.3% | +3.8% | +24.5% | +25.9% |
| 1Y | +34.3% | -5.5% | +39.8% | +34.3% |
| 3Y | +140.1% | +8.1% | +132.0% | +125.3% |
| 5Y | +155.7% | +42.8% | +112.9% | +117.3% |
| 10Y | +285.5% | +143.9% | +141.7% | +166.0% |
| All | +6,477.2% | +7,591.2% | -1,114.1% | +1,157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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