+89.6%
CL vs TRU
+183.1%
-93.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +8.0% | +21.3% | -13.3% | +5.2% |
| 3M | +7.9% | +0.2% | +7.6% | +7.6% |
| 6M | +14.7% | +22.4% | -7.6% | +11.3% |
| YTD | +29.2% | -4.8% | +34.0% | +28.8% |
| 1Y | +29.5% | -0.2% | +29.7% | +28.3% |
| 3Y | +40.7% | +57.9% | -17.3% | +25.4% |
| 5Y | +43.9% | -26.1% | +70.0% | +45.1% |
| All | +89.6% | +183.1% | -93.5% | +56.9% |
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 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