+84.2%
CI vs TRU
+238.0%
-153.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +0.1% |
| 7D | +1.3% | -6.8% | +8.1% | +2.9% |
| 30D | +4.4% | 0.0% | +4.4% | +4.3% |
| 3M | +0.7% | +13.3% | -12.6% | -2.8% |
| 6M | +0.3% | +3.4% | -3.1% | -1.4% |
| YTD | +3.8% | -6.4% | +10.2% | +3.9% |
| 1Y | -5.5% | -9.7% | +4.2% | -5.0% |
| 3Y | +8.1% | +0.1% | +8.0% | +0.2% |
| 5Y | +42.8% | -34.0% | +76.8% | +52.3% |
| 10Y | +143.9% | +147.9% | -4.0% | +63.0% |
| All | +84.2% | +238.0% | -153.8% | +13.7% |
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