+22.6%
CB vs TRU
-16.5%
+39.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.5% | -6.5% | +6.0% | +0.2% |
| 30D | -3.1% | -2.5% | -0.6% | -2.8% |
| 3M | +4.2% | +10.4% | -6.2% | +3.1% |
| 6M | +4.7% | +1.6% | +3.1% | +4.0% |
| YTD | +8.8% | -9.7% | +18.5% | +8.9% |
| 1Y | +22.6% | -17.3% | +39.9% | +24.0% |
| All | +22.6% | -16.5% | +39.1% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling