+29.9%
CFG vs TRU
+0.8%
+29.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +5.1% | +21.3% | -16.2% | +1.4% |
| 3M | -11.2% | +0.2% | -11.5% | -11.6% |
| 6M | +9.6% | +22.4% | -12.8% | +4.8% |
| YTD | +15.0% | -4.8% | +19.8% | +15.1% |
| 1Y | +29.9% | -0.2% | +30.0% | +26.2% |
| All | +29.9% | +0.8% | +29.1% | +26.2% |
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