-1.1%
TRU vs CLBK
+52.2%
-53.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.7% | -1.5% | -1.3% | -2.0% |
| 30D | -2.0% | -1.0% | -1.0% | -1.6% |
| 3M | +18.4% | +22.9% | -4.5% | +6.8% |
| 6M | +8.9% | +44.2% | -35.3% | -9.1% |
| YTD | -8.9% | +64.0% | -72.9% | -28.7% |
| 1Y | -15.9% | +65.7% | -81.5% | -34.8% |
| 3Y | -1.1% | +54.1% | -55.1% | -25.3% |
| All | -1.1% | +52.2% | -53.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling