+62.3%
CF vs TRU
-16.5%
+78.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.3% |
| 7D | -0.9% | -7.2% | +6.3% | -2.0% |
| 30D | +18.1% | -2.8% | +20.9% | +17.8% |
| 3M | +23.4% | +13.0% | +10.3% | +26.8% |
| 6M | +17.1% | +0.7% | +16.4% | +20.3% |
| YTD | +76.2% | -9.0% | +85.2% | +79.8% |
| 1Y | +62.3% | -16.3% | +78.6% | +62.0% |
| All | +62.3% | -16.5% | +78.8% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling