+207.9%
COP vs TRU
+238.0%
-30.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.9% | +0.7% |
| 7D | +3.0% | -6.8% | +9.8% | +5.0% |
| 30D | +17.5% | 0.0% | +17.4% | +17.2% |
| 3M | +13.4% | +13.3% | +0.1% | +8.0% |
| 6M | +17.7% | +3.4% | +14.3% | +14.3% |
| YTD | +46.6% | -6.4% | +53.0% | +45.7% |
| 1Y | +44.6% | -9.7% | +54.3% | +44.5% |
| 3Y | +20.7% | +0.1% | +20.5% | +10.2% |
| 5Y | +185.0% | -34.0% | +219.1% | +204.4% |
| 10Y | +347.0% | +147.9% | +199.1% | +177.8% |
| All | +207.9% | +238.0% | -30.1% | +72.8% |
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