+84.9%
CL vs TRU
+174.2%
-89.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.3% |
| 7D | +2.6% | +4.6% | -2.0% | +2.0% |
| 30D | +11.8% | +25.4% | -13.7% | +8.3% |
| 3M | +5.9% | +4.0% | +2.0% | +5.1% |
| 6M | +13.3% | +14.5% | -1.1% | +10.9% |
| YTD | +27.1% | -3.7% | +30.8% | +26.5% |
| 1Y | +28.0% | +2.8% | +25.2% | +26.2% |
| 3Y | +39.4% | +58.5% | -19.1% | +24.2% |
| 5Y | +40.8% | -25.0% | +65.8% | +41.7% |
| 10Y | +84.9% | +186.0% | -101.1% | +53.0% |
| All | +84.9% | +174.2% | -89.3% | +53.0% |
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