+90.3%
CL vs TRU
+243.5%
-153.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | +1.3% | +5.7% | -4.4% | +0.5% |
| 30D | +11.4% | +29.2% | -17.9% | +7.3% |
| 3M | +4.4% | +2.7% | +1.8% | +3.8% |
| 6M | +10.8% | +15.2% | -4.4% | +8.1% |
| YTD | +25.1% | -4.9% | +30.0% | +24.7% |
| 1Y | +28.0% | +3.4% | +24.5% | +26.0% |
| 3Y | +37.6% | +63.2% | -25.6% | +21.4% |
| 5Y | +39.7% | -26.6% | +66.3% | +40.5% |
| 10Y | +75.8% | +172.8% | -97.0% | +33.3% |
| All | +90.3% | +243.5% | -153.2% | +39.9% |
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 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