+20.1%
CP vs TRU
-7.3%
+27.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +1.0% |
| 7D | -2.7% | -6.8% | +4.1% | -2.0% |
| 30D | +0.2% | 0.0% | +0.1% | +0.1% |
| 3M | +2.6% | +13.3% | -10.7% | +1.3% |
| 6M | +6.0% | +3.4% | +2.5% | +5.0% |
| YTD | +24.9% | -6.4% | +31.3% | +24.3% |
| 1Y | +20.1% | -9.7% | +29.8% | +17.1% |
| All | +20.1% | -7.3% | +27.4% | +17.1% |
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 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