+342.1%
CB vs TRU
+247.0%
+95.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +0.7% | +4.4% | -3.7% | -0.3% |
| 30D | +8.2% | +25.2% | -17.1% | +2.6% |
| 3M | +6.3% | +3.8% | +2.5% | +4.9% |
| 6M | +16.2% | +14.3% | +1.9% | +11.7% |
| YTD | +19.3% | -3.9% | +23.2% | +18.4% |
| 1Y | +29.2% | +2.6% | +26.6% | +26.0% |
| 3Y | +71.4% | +58.3% | +13.2% | +41.4% |
| 5Y | +104.2% | -25.2% | +129.4% | +106.4% |
| 10Y | +246.7% | +185.5% | +61.1% | +144.2% |
| All | +342.1% | +247.0% | +95.1% | +205.0% |
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 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