+3,154.0%
CLS vs TRU
+147.2%
+3,006.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.1% |
| 7D | +10.9% | -2.7% | +13.7% | +12.2% |
| 30D | +2.1% | -2.0% | +4.1% | +2.7% |
| 3M | -10.2% | +18.4% | -28.6% | -18.1% |
| 6M | +30.4% | +8.9% | +21.5% | +22.3% |
| YTD | +17.2% | -8.9% | +26.2% | +16.7% |
| 1Y | +41.0% | -15.9% | +56.9% | +44.4% |
| 3Y | +1,338.0% | -1.1% | +1,339.1% | +1,201.6% |
| 5Y | +3,860.6% | -35.2% | +3,895.8% | +4,237.4% |
| All | +3,154.0% | +147.2% | +3,006.8% | +2,410.3% |
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