+38.2%
CFG vs TRU
-16.5%
+54.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.6% | -6.5% | +5.9% | +0.5% |
| 30D | -4.5% | -2.5% | -2.0% | -4.3% |
| 3M | +6.3% | +10.4% | -4.0% | +3.9% |
| 6M | +20.6% | +1.6% | +19.0% | +19.1% |
| YTD | +21.2% | -9.7% | +30.9% | +22.4% |
| 1Y | +38.2% | -17.3% | +55.4% | +39.4% |
| All | +38.2% | -16.5% | +54.7% | +39.4% |
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