+57.3%
CL vs TRU
+146.7%
-89.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | -2.3% | -6.5% | +4.2% | -1.4% |
| 30D | -5.5% | -2.5% | -3.0% | -5.2% |
| 3M | +0.8% | +10.4% | -9.5% | -0.7% |
| 6M | -4.2% | +1.6% | -5.9% | -4.8% |
| YTD | +13.4% | -9.7% | +23.1% | +14.1% |
| 1Y | +7.1% | -17.3% | +24.3% | +8.8% |
| 3Y | +29.0% | -1.8% | +30.8% | +24.4% |
| 5Y | +28.3% | -36.2% | +64.5% | +33.4% |
| 10Y | +57.3% | +143.2% | -85.9% | +26.0% |
| All | +57.3% | +146.7% | -89.4% | +26.0% |
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