+246.7%
CB vs TRU
+174.2%
+72.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | +0.7% | +4.6% | -3.9% | -0.3% |
| 30D | +8.2% | +25.4% | -17.3% | +2.6% |
| 3M | +6.3% | +4.0% | +2.3% | +4.9% |
| 6M | +16.2% | +14.5% | +1.7% | +11.7% |
| YTD | +19.3% | -3.7% | +23.1% | +18.3% |
| 1Y | +29.2% | +2.8% | +26.4% | +26.0% |
| 3Y | +71.4% | +58.5% | +12.9% | +40.9% |
| 5Y | +104.2% | -25.0% | +129.3% | +108.5% |
| 10Y | +246.7% | +186.0% | +60.7% | +181.3% |
| All | +246.7% | +174.2% | +72.5% | +181.3% |
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