+74.0%
CL vs TRU
+238.0%
-164.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.5% | -0.6% |
| 7D | -2.2% | -6.8% | +4.6% | -1.2% |
| 30D | -4.8% | 0.0% | -4.9% | -4.9% |
| 3M | +4.9% | +13.3% | -8.4% | +2.9% |
| 6M | -5.7% | +3.4% | -9.2% | -6.6% |
| YTD | +14.4% | -6.4% | +20.8% | +14.5% |
| 1Y | +8.7% | -9.7% | +18.4% | +9.1% |
| 3Y | +30.0% | +0.1% | +29.8% | +24.9% |
| 5Y | +28.4% | -34.0% | +62.4% | +32.3% |
| 10Y | +50.1% | +147.9% | -97.8% | +16.0% |
| All | +74.0% | +238.0% | -164.0% | +28.4% |
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