+344.9%
TRV vs CPB
-38.9%
+383.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | +6.7% | +19.2% | -12.5% | +3.0% |
| 3M | +9.4% | -0.9% | +10.3% | +9.2% |
| 6M | +37.7% | +15.2% | +22.5% | +33.0% |
| YTD | +40.6% | -13.1% | +53.7% | +43.3% |
| 1Y | +42.4% | -22.4% | +64.9% | +48.6% |
| 3Y | +148.1% | -35.3% | +183.4% | +167.0% |
| 5Y | +181.7% | -33.0% | +214.7% | +199.2% |
| All | +344.9% | -38.9% | +383.8% | +369.2% |
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