+193.3%
COP vs TRU
-36.4%
+229.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -0.5% | -6.5% | +6.0% | +0.4% |
| 30D | +11.7% | -2.5% | +14.2% | +12.0% |
| 3M | +17.7% | +10.4% | +7.3% | +15.5% |
| 6M | +18.3% | +1.6% | +16.7% | +17.1% |
| YTD | +49.1% | -9.7% | +58.8% | +50.1% |
| 1Y | +53.3% | -17.3% | +70.6% | +56.3% |
| 3Y | +22.2% | -1.8% | +24.0% | +18.9% |
| 5Y | +193.3% | -36.2% | +229.5% | +214.3% |
| All | +193.3% | -36.4% | +229.7% | +214.3% |
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