+43.1%
COF vs TRU
-35.6%
+78.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -5.1% | -2.7% | -2.4% | -4.0% |
| 30D | -6.0% | -2.0% | -4.0% | -5.5% |
| 3M | +14.8% | +18.4% | -3.6% | +5.4% |
| 6M | +15.3% | +8.9% | +6.5% | +9.4% |
| YTD | -13.0% | -8.9% | -4.1% | -11.3% |
| 1Y | -5.7% | -15.9% | +10.2% | -0.8% |
| 3Y | +118.1% | -1.1% | +119.2% | +106.1% |
| All | +43.1% | -35.6% | +78.7% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling