+22.4%
TRU vs CLBK
+64.7%
-42.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -6.5% | -1.5% | -5.0% | -5.9% |
| 30D | -2.5% | +6.7% | -9.2% | -5.4% |
| 3M | +10.4% | +21.2% | -10.8% | +1.0% |
| 6M | +1.6% | +42.0% | -40.3% | -13.3% |
| YTD | -9.7% | +63.3% | -73.0% | -27.9% |
| 1Y | -17.3% | +65.4% | -82.6% | -34.6% |
| 3Y | -1.8% | +52.5% | -54.3% | -21.4% |
| 5Y | -36.2% | +42.0% | -78.2% | -51.0% |
| All | +22.4% | +64.7% | -42.3% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling