+307.9%
CB vs TRU
+238.0%
+69.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.6% |
| 7D | +0.5% | -6.8% | +7.2% | +2.1% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | +9.0% | +13.3% | -4.3% | +5.5% |
| 6M | +2.9% | +3.4% | -0.6% | +1.3% |
| YTD | +10.1% | -6.4% | +16.5% | +10.3% |
| 1Y | +22.8% | -9.7% | +32.5% | +23.4% |
| 3Y | +73.8% | +0.1% | +73.6% | +62.6% |
| 5Y | +99.2% | -34.0% | +133.2% | +110.6% |
| 10Y | +218.2% | +147.9% | +70.3% | +132.6% |
| All | +307.9% | +238.0% | +69.9% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling