+159.7%
TRV vs CMI
+164.8%
-5.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.9% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | +1.7% | -12.4% | +14.1% | +4.1% |
| 3M | +23.9% | -14.8% | +38.7% | +26.7% |
| 6M | +26.3% | +0.8% | +25.5% | +23.4% |
| YTD | +30.8% | +10.2% | +20.6% | +23.8% |
| 1Y | +36.3% | +37.4% | -1.1% | +20.5% |
| 3Y | +145.0% | +153.3% | -8.3% | +72.3% |
| All | +159.7% | +164.8% | -5.1% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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