+25.8%
CP vs TRU
-26.3%
+52.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +2.8% | +4.6% | -1.8% | +1.7% |
| 30D | +11.0% | +25.4% | -14.4% | +4.9% |
| 3M | +3.8% | +4.0% | -0.1% | +2.4% |
| 6M | +9.5% | +14.5% | -5.0% | +4.9% |
| YTD | +28.2% | -3.7% | +31.9% | +27.1% |
| 1Y | +33.0% | +2.8% | +30.2% | +29.4% |
| 3Y | +35.5% | +58.5% | -23.0% | +12.6% |
| 5Y | +25.8% | -25.0% | +50.8% | +27.4% |
| All | +25.8% | -26.3% | +52.1% | +27.4% |
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