+67.1%
CFG vs TRU
-25.5%
+92.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.0% |
| 7D | +0.3% | +4.9% | -4.6% | -1.5% |
| 30D | +3.2% | +26.9% | -23.7% | -6.2% |
| 3M | -9.7% | +4.0% | -13.7% | -11.9% |
| 6M | +3.6% | +15.8% | -12.2% | -3.9% |
| YTD | +14.7% | -2.6% | +17.3% | +12.4% |
| 1Y | +29.6% | +3.9% | +25.7% | +23.3% |
| 3Y | +190.6% | +59.2% | +131.4% | +124.1% |
| 5Y | +67.1% | -25.7% | +92.7% | +75.5% |
| All | +67.1% | -25.5% | +92.6% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling