+110.9%
CF vs TRU
-26.5%
+137.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | 0.0% | +4.7% | +4.8% |
| 30D | +4.7% | +21.3% | -16.6% | +3.4% |
| 3M | +7.4% | +0.2% | +7.2% | +7.3% |
| 6M | +0.6% | +22.4% | -21.8% | -1.0% |
| YTD | +64.1% | -4.8% | +68.9% | +64.5% |
| 1Y | +51.4% | -0.2% | +51.6% | +50.9% |
| 3Y | +67.8% | +57.9% | +9.9% | +55.9% |
| All | +110.9% | -26.5% | +137.4% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling