+37.0%
TRV vs CPB
-33.6%
+70.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.0% |
| 7D | -1.5% | -5.4% | +3.9% | -1.0% |
| 30D | -1.8% | -7.8% | +6.0% | -1.2% |
| 3M | +21.6% | -6.9% | +28.5% | +21.9% |
| 6M | +22.5% | -12.2% | +34.6% | +23.7% |
| YTD | +28.1% | -21.1% | +49.2% | +30.2% |
| 1Y | +37.0% | -33.5% | +70.5% | +43.2% |
| All | +37.0% | -33.6% | +70.7% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling