+233.3%
CP vs TRU
+146.7%
+86.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.6% | -6.5% | +7.1% | +2.6% |
| 30D | -0.5% | -2.5% | +2.0% | +0.1% |
| 3M | +0.1% | +10.4% | -10.3% | -3.7% |
| 6M | +7.8% | +1.6% | +6.2% | +5.9% |
| YTD | +22.9% | -9.7% | +32.5% | +24.3% |
| 1Y | +21.3% | -17.3% | +38.6% | +25.6% |
| 3Y | +20.4% | -1.8% | +22.2% | +11.5% |
| 5Y | +34.9% | -36.2% | +71.2% | +45.3% |
| 10Y | +233.3% | +143.2% | +90.1% | +137.9% |
| All | +233.3% | +146.7% | +86.7% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling