+127.6%
CLF vs TRU
+146.7%
-19.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.2% |
| 7D | -2.7% | -6.5% | +3.8% | +0.5% |
| 30D | -3.2% | -2.5% | -0.7% | -2.8% |
| 3M | -5.0% | +10.4% | -15.3% | -12.2% |
| 6M | +26.6% | +1.6% | +25.0% | +21.4% |
| YTD | -9.0% | -9.7% | +0.7% | -8.8% |
| 1Y | +11.8% | -17.3% | +29.1% | +16.3% |
| 3Y | -15.1% | -1.8% | -13.3% | -24.4% |
| 5Y | -48.2% | -36.2% | -12.0% | -39.6% |
| 10Y | +127.6% | +143.2% | -15.6% | +35.5% |
| All | +127.6% | +146.7% | -19.1% | +35.5% |
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