+6,477.2%
TRV vs CLF
+714.0%
+5,763.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -0.1% | +7.6% | -7.7% | -1.1% |
| 30D | -3.4% | -1.2% | -2.2% | -3.4% |
| 3M | +26.4% | -13.4% | +39.8% | +27.6% |
| 6M | +19.3% | +15.4% | +3.9% | +15.6% |
| YTD | +28.3% | -5.9% | +34.2% | +26.7% |
| 1Y | +34.3% | +18.8% | +15.5% | +27.0% |
| 3Y | +140.1% | -19.4% | +159.5% | +128.7% |
| 5Y | +155.7% | -47.7% | +203.4% | +148.9% |
| 10Y | +285.5% | +130.4% | +155.2% | +176.0% |
| All | +6,477.2% | +714.0% | +5,763.1% | +2,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling