+285.0%
CFG vs TRU
+238.0%
+47.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | +2.8% |
| 7D | +1.5% | -6.8% | +8.3% | +4.9% |
| 30D | -3.8% | 0.0% | -3.9% | -4.3% |
| 3M | +11.5% | +13.3% | -1.8% | +3.3% |
| 6M | +19.2% | +3.4% | +15.8% | +14.5% |
| YTD | +23.7% | -6.4% | +30.1% | +23.2% |
| 1Y | +38.8% | -9.7% | +48.5% | +39.5% |
| 3Y | +178.9% | +0.1% | +178.8% | +149.7% |
| 5Y | +101.8% | -34.0% | +135.8% | +124.3% |
| 10Y | +317.3% | +147.9% | +169.4% | +154.9% |
| All | +285.0% | +238.0% | +47.0% | +116.3% |
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 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