+97.4%
CB vs TRU
-35.2%
+132.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.1% |
| 7D | -0.6% | -7.2% | +6.6% | +0.2% |
| 30D | -3.9% | -2.8% | -1.1% | -3.6% |
| 3M | +4.9% | +13.0% | -8.1% | +3.4% |
| 6M | +3.3% | +0.7% | +2.6% | +2.8% |
| YTD | +8.5% | -9.0% | +17.5% | +8.9% |
| 1Y | +22.1% | -16.3% | +38.4% | +23.5% |
| 3Y | +70.1% | -1.1% | +71.2% | +68.2% |
| 5Y | +97.4% | -36.0% | +133.4% | +118.4% |
| All | +97.4% | -35.2% | +132.6% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling