+154.7%
CF vs TRU
+243.5%
-88.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.2% |
| 7D | -3.2% | +5.7% | -8.9% | -4.6% |
| 30D | +4.3% | +29.2% | -24.9% | -2.7% |
| 3M | +2.8% | +2.7% | +0.2% | +1.3% |
| 6M | +0.6% | +15.2% | -14.6% | -4.6% |
| YTD | +56.6% | -4.9% | +61.5% | +54.2% |
| 1Y | +49.6% | +3.4% | +46.2% | +43.3% |
| 3Y | +61.5% | +63.2% | -1.7% | +23.2% |
| 5Y | +124.0% | -26.6% | +150.5% | +124.7% |
| 10Y | +573.2% | +172.8% | +400.4% | +271.3% |
| All | +154.7% | +243.5% | -88.8% | +33.6% |
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