+251.7%
CB vs TRU
+183.1%
+68.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +7.3% | +21.3% | -14.0% | +2.5% |
| 3M | +9.4% | +0.2% | +9.2% | +8.8% |
| 6M | +19.6% | +22.4% | -2.7% | +13.3% |
| YTD | +21.5% | -4.8% | +26.3% | +20.8% |
| 1Y | +28.0% | -0.2% | +28.2% | +25.6% |
| 3Y | +74.9% | +57.9% | +16.9% | +43.7% |
| 5Y | +108.1% | -26.1% | +134.3% | +113.3% |
| All | +251.7% | +183.1% | +68.6% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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