+242.0%
COF vs TRU
+147.2%
+94.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -5.1% | -2.7% | -2.4% | -3.7% |
| 30D | -6.0% | -2.0% | -4.0% | -5.4% |
| 3M | +14.8% | +18.4% | -3.6% | +3.5% |
| 6M | +15.3% | +8.9% | +6.5% | +8.1% |
| YTD | -13.0% | -8.9% | -4.1% | -11.2% |
| 1Y | -5.7% | -15.9% | +10.2% | -0.3% |
| 3Y | +118.1% | -1.1% | +119.2% | +95.1% |
| 5Y | +46.2% | -35.2% | +81.4% | +67.1% |
| All | +242.0% | +147.2% | +94.8% | +142.7% |
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