+150.9%
CI vs TRU
+186.2%
-35.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +6.4% | +24.3% | -17.9% | +1.1% |
| 3M | +10.7% | +2.3% | +8.4% | +9.7% |
| 6M | +5.5% | +17.7% | -12.2% | +0.6% |
| YTD | +11.4% | -3.8% | +15.2% | +10.5% |
| 1Y | +15.0% | -0.3% | +15.3% | +13.1% |
| 3Y | +9.0% | +58.4% | -49.5% | -11.6% |
| 5Y | +52.0% | -24.0% | +76.0% | +55.1% |
| 10Y | +150.9% | +187.9% | -37.0% | +73.0% |
| All | +150.9% | +186.2% | -35.3% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling