+189.8%
CG vs TRU
+238.0%
-48.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +1.7% |
| 7D | -4.3% | -6.8% | +2.4% | -0.6% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | +8.7% | +13.3% | -4.6% | -0.2% |
| 6M | -9.2% | +3.4% | -12.7% | -12.8% |
| YTD | -18.9% | -6.4% | -12.5% | -18.2% |
| 1Y | -25.6% | -9.7% | -15.9% | -24.3% |
| 3Y | +57.3% | +0.1% | +57.1% | +44.7% |
| 5Y | +10.2% | -34.0% | +44.2% | +27.5% |
| 10Y | +364.2% | +147.9% | +216.3% | +171.5% |
| All | +189.8% | +238.0% | -48.2% | +44.6% |
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