-5.7%
COF vs TRU
-13.7%
+7.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -5.1% | -2.7% | -2.4% | -4.3% |
| 30D | -6.0% | -2.0% | -4.0% | -5.7% |
| 3M | +14.8% | +18.4% | -3.6% | +7.8% |
| 6M | +15.3% | +8.9% | +6.5% | +11.0% |
| YTD | -13.0% | -8.9% | -4.1% | -12.3% |
| 1Y | -5.7% | -15.9% | +10.2% | -6.4% |
| All | -5.7% | -13.7% | +7.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling