+31.5%
CP vs TRU
-35.2%
+66.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | +2.4% | -7.2% | +9.6% | +4.2% |
| 30D | -0.5% | -2.8% | +2.3% | 0.0% |
| 3M | +1.4% | +13.0% | -11.6% | -2.0% |
| 6M | +10.3% | +0.7% | +9.6% | +9.2% |
| YTD | +24.3% | -9.0% | +33.3% | +25.4% |
| 1Y | +20.4% | -16.3% | +36.8% | +23.7% |
| 3Y | +21.8% | -1.1% | +22.8% | +15.9% |
| 5Y | +31.5% | -36.0% | +67.5% | +40.3% |
| All | +31.5% | -35.2% | +66.7% | +40.3% |
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