+185.4%
COF vs TRU
+225.6%
-40.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -6.1% | -9.4% | +3.3% | -1.2% |
| 30D | -5.2% | -4.1% | -1.0% | -3.4% |
| 3M | +17.0% | +13.6% | +3.4% | +8.0% |
| 6M | +12.9% | +3.6% | +9.3% | +8.8% |
| YTD | -13.5% | -9.8% | -3.7% | -11.3% |
| 1Y | -5.9% | -13.6% | +7.8% | -2.1% |
| 3Y | +117.1% | -2.0% | +119.1% | +95.8% |
| 5Y | +45.4% | -35.8% | +81.2% | +64.9% |
| 10Y | +244.1% | +142.9% | +101.2% | +113.2% |
| All | +185.4% | +225.6% | -40.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling