+470.7%
CF vs TRU
+182.8%
+287.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | +5.4% | -2.2% | +7.5% | +5.9% |
| 30D | +6.5% | +20.2% | -13.6% | +1.5% |
| 3M | +4.6% | +2.2% | +2.4% | +3.3% |
| 6M | -3.3% | +17.6% | -20.9% | -8.5% |
| YTD | +63.9% | -5.0% | +68.8% | +61.6% |
| 1Y | +50.4% | -1.0% | +51.4% | +46.4% |
| 3Y | +68.2% | +56.5% | +11.7% | +31.3% |
| 5Y | +113.8% | -26.2% | +140.1% | +117.0% |
| All | +470.7% | +182.8% | +287.9% | +266.6% |
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