+190.6%
CFG vs TRU
+62.7%
+127.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.1% |
| 7D | +0.3% | +4.9% | -4.6% | -1.4% |
| 30D | +3.2% | +26.9% | -23.7% | -5.6% |
| 3M | -9.7% | +4.0% | -13.7% | -11.7% |
| 6M | +3.6% | +15.8% | -12.2% | -3.5% |
| YTD | +14.7% | -2.6% | +17.3% | +13.0% |
| 1Y | +29.6% | +3.9% | +25.7% | +23.9% |
| 3Y | +190.6% | +59.2% | +131.4% | +105.3% |
| All | +190.6% | +62.7% | +127.8% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling