+7,037.7%
TRV vs CPB
+349.9%
+6,687.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | +7.5% | +16.9% | -9.5% | +2.7% |
| 3M | +6.7% | -0.6% | +7.3% | +6.3% |
| 6M | +35.5% | +11.4% | +24.1% | +30.3% |
| YTD | +39.3% | -14.8% | +54.1% | +43.6% |
| 1Y | +41.8% | -24.8% | +66.6% | +51.4% |
| 3Y | +147.3% | -36.6% | +183.9% | +173.5% |
| 5Y | +178.3% | -33.3% | +211.7% | +199.8% |
| 10Y | +348.3% | -40.4% | +388.7% | +377.2% |
| All | +7,037.7% | +349.9% | +6,687.8% | +4,257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling