+28.1%
CL vs TRU
-35.2%
+63.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -1.4% | -7.2% | +5.8% | -0.9% |
| 30D | -5.2% | -2.8% | -2.4% | -5.0% |
| 3M | +3.3% | +13.0% | -9.7% | +2.4% |
| 6M | -4.4% | +0.7% | -5.0% | -4.6% |
| YTD | +13.9% | -9.0% | +22.9% | +14.1% |
| 1Y | +7.6% | -16.3% | +24.0% | +8.3% |
| 3Y | +29.6% | -1.1% | +30.6% | +28.3% |
| 5Y | +28.1% | -36.0% | +64.1% | +26.8% |
| All | +28.1% | -35.2% | +63.3% | +26.8% |
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