+7,104.2%
TRV vs CLF
+751.2%
+6,353.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.0% |
| 7D | +0.1% | +16.0% | -15.9% | -1.7% |
| 30D | +8.0% | +1.6% | +6.4% | +7.2% |
| 3M | +9.3% | +6.7% | +2.6% | +7.5% |
| 6M | +36.2% | +21.1% | +15.1% | +30.7% |
| YTD | +40.6% | -1.6% | +42.1% | +37.0% |
| 1Y | +43.1% | +18.5% | +24.6% | +36.0% |
| 3Y | +149.6% | -21.0% | +170.6% | +137.2% |
| 5Y | +181.6% | -41.4% | +223.0% | +169.1% |
| 10Y | +352.5% | +86.5% | +266.0% | +232.6% |
| All | +7,104.2% | +751.2% | +6,353.0% | +2,662.4% |
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