-33.8%
TRU vs CRL
-37.1%
+3.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -1.0% | +0.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.4% |
| 30D | -2.0% | -2.1% | +0.1% | -1.3% |
| 3M | +18.4% | +48.0% | -29.5% | +0.9% |
| 6M | +8.9% | +64.7% | -55.9% | -12.4% |
| YTD | -8.9% | +39.5% | -48.4% | -22.0% |
| 1Y | -15.9% | +74.2% | -90.1% | -34.7% |
| 3Y | -1.1% | +39.4% | -40.5% | -20.8% |
| All | -33.8% | -37.1% | +3.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling