+145.4%
CG vs TRU
+243.6%
-98.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.2% | 0.0% | +0.1% | +0.2% |
| 30D | +11.2% | +21.3% | -10.1% | -0.7% |
| 3M | -22.1% | +0.2% | -22.3% | -23.0% |
| 6M | -17.9% | +22.4% | -40.3% | -28.7% |
| YTD | -31.3% | -4.8% | -26.5% | -31.9% |
| 1Y | -24.0% | -0.2% | -23.8% | -26.8% |
| 3Y | +45.0% | +57.9% | -13.0% | +4.4% |
| 5Y | -22.6% | -26.1% | +3.5% | -16.5% |
| 10Y | +282.1% | +184.8% | +97.3% | +106.3% |
| All | +145.4% | +243.6% | -98.2% | +20.3% |
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