+219.9%
CP vs TRU
+247.6%
-27.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +2.8% | +4.6% | -1.8% | +1.4% |
| 30D | +11.0% | +25.4% | -14.4% | +3.0% |
| 3M | +3.8% | +4.0% | -0.1% | +1.9% |
| 6M | +9.5% | +14.5% | -5.0% | +3.4% |
| YTD | +28.2% | -3.7% | +31.9% | +26.4% |
| 1Y | +33.0% | +2.8% | +30.2% | +28.1% |
| 3Y | +35.5% | +58.5% | -23.0% | +6.3% |
| 5Y | +25.8% | -25.0% | +50.8% | +26.1% |
| 10Y | +250.7% | +186.0% | +64.7% | +117.2% |
| All | +219.9% | +247.6% | -27.7% | +88.8% |
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