+211.7%
CP vs TRU
+238.0%
-26.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.3% | +2.2% |
| 7D | -2.7% | -6.8% | +4.1% | -0.6% |
| 30D | +0.2% | 0.0% | +0.1% | 0.0% |
| 3M | +2.6% | +13.3% | -10.7% | -2.1% |
| 6M | +6.0% | +3.4% | +2.5% | +3.5% |
| YTD | +24.9% | -6.4% | +31.3% | +24.9% |
| 1Y | +20.1% | -9.7% | +29.8% | +20.7% |
| 3Y | +16.4% | +0.1% | +16.2% | +7.2% |
| 5Y | +31.7% | -34.0% | +65.8% | +39.4% |
| 10Y | +223.9% | +147.9% | +76.0% | +111.0% |
| All | +211.7% | +238.0% | -26.2% | +86.6% |
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