+153.9%
TRV vs CLF
-48.3%
+202.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +0.5% | +6.5% | -6.0% | +0.1% |
| 30D | -4.9% | +0.2% | -5.1% | -4.9% |
| 3M | +23.7% | -3.1% | +26.8% | +23.6% |
| 6M | +20.3% | +25.0% | -4.7% | +17.6% |
| YTD | +27.1% | -7.5% | +34.5% | +26.5% |
| 1Y | +35.3% | +11.5% | +23.8% | +31.5% |
| 3Y | +139.8% | -13.7% | +153.5% | +132.6% |
| 5Y | +153.9% | -47.0% | +200.8% | +150.7% |
| All | +153.9% | -48.3% | +202.1% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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