+487.0%
CF vs TRU
+172.9%
+314.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -0.9% | +4.9% | -5.8% | -2.1% |
| 30D | +6.9% | +26.9% | -20.0% | +0.6% |
| 3M | +4.8% | +4.0% | +0.8% | +3.1% |
| 6M | +4.7% | +15.8% | -11.1% | -0.5% |
| YTD | +56.5% | -2.6% | +59.1% | +53.5% |
| 1Y | +48.4% | +3.9% | +44.6% | +42.7% |
| 3Y | +59.1% | +59.2% | -0.1% | +24.0% |
| 5Y | +109.5% | -25.7% | +135.2% | +113.3% |
| 10Y | +487.0% | +179.3% | +307.7% | +299.7% |
| All | +487.0% | +172.9% | +314.0% | +299.7% |
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