+41.9%
CI vs TRU
-35.2%
+77.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.6% |
| 7D | -2.0% | -7.2% | +5.2% | -1.4% |
| 30D | -1.8% | -2.8% | +1.0% | -1.6% |
| 3M | -4.2% | +13.0% | -17.2% | -5.3% |
| 6M | +2.7% | +0.7% | +2.0% | +2.3% |
| YTD | +1.9% | -9.0% | +10.9% | +2.2% |
| 1Y | -6.3% | -16.3% | +10.1% | -5.6% |
| 3Y | +3.9% | -1.1% | +4.9% | +2.5% |
| 5Y | +41.9% | -36.0% | +77.9% | +55.9% |
| All | +41.9% | -35.2% | +77.1% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling