+74.6%
CLF vs TRU
+183.1%
-108.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +0.6% | +21.3% | -20.7% | -10.5% |
| 3M | +4.1% | +0.2% | +3.9% | +1.1% |
| 6M | +15.1% | +22.4% | -7.3% | -1.2% |
| YTD | -4.7% | -4.8% | +0.1% | -9.0% |
| 1Y | +20.4% | -0.2% | +20.5% | +11.6% |
| 3Y | -23.4% | +57.9% | -81.3% | -48.1% |
| 5Y | -43.3% | -26.1% | -17.1% | -40.8% |
| All | +74.6% | +183.1% | -108.5% | -2.0% |
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