+293.8%
TRV vs CPB
-45.5%
+339.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.4% |
| 7D | -1.5% | -5.4% | +3.9% | -0.4% |
| 30D | -1.8% | -7.8% | +6.0% | -0.4% |
| 3M | +21.6% | -6.9% | +28.5% | +22.8% |
| 6M | +22.5% | -12.2% | +34.6% | +25.0% |
| YTD | +28.1% | -21.1% | +49.2% | +33.4% |
| 1Y | +37.0% | -33.5% | +70.5% | +47.7% |
| 3Y | +141.9% | -43.2% | +185.1% | +167.7% |
| 5Y | +158.5% | -40.9% | +199.4% | +182.0% |
| All | +293.8% | -45.5% | +339.3% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling