+50.4%
CF vs TRU
-1.2%
+51.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.2% |
| 7D | +5.4% | -2.2% | +7.5% | +5.1% |
| 30D | +6.5% | +20.2% | -13.6% | +9.4% |
| 3M | +4.6% | +2.2% | +2.4% | +4.9% |
| 6M | -3.3% | +17.6% | -20.9% | +0.3% |
| YTD | +63.9% | -5.0% | +68.8% | +70.3% |
| 1Y | +50.4% | -1.0% | +51.4% | +54.2% |
| All | +50.4% | -1.2% | +51.7% | +54.2% |
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