-5.8%
CI vs TRU
-16.5%
+10.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -1.1% | -6.5% | +5.4% | -0.3% |
| 30D | +0.5% | -2.5% | +3.0% | +0.7% |
| 3M | -5.2% | +10.4% | -15.5% | -6.5% |
| 6M | +4.3% | +1.6% | +2.7% | +3.7% |
| YTD | +2.8% | -9.7% | +12.5% | +4.2% |
| 1Y | -5.8% | -17.3% | +11.4% | -4.2% |
| All | -5.8% | -16.5% | +10.7% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling