+184.5%
CF vs TRU
+238.0%
-53.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -1.7% |
| 7D | +6.0% | -6.8% | +12.8% | +7.9% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +14.1% | +13.3% | +0.8% | +9.6% |
| 6M | +28.5% | +3.4% | +25.1% | +25.1% |
| YTD | +74.9% | -6.4% | +81.3% | +74.0% |
| 1Y | +61.7% | -9.7% | +71.4% | +61.2% |
| 3Y | +80.3% | +0.1% | +80.2% | +63.5% |
| 5Y | +226.0% | -34.0% | +260.0% | +245.5% |
| 10Y | +569.9% | +147.9% | +422.0% | +286.5% |
| All | +184.5% | +238.0% | -53.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling