+43.1%
COF vs ET
+241.8%
-198.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | -6.0% | +2.9% | -8.9% | -7.6% |
| 3M | +14.8% | +16.8% | -2.0% | +4.7% |
| 6M | +15.3% | +18.9% | -3.5% | +3.4% |
| YTD | -13.0% | +37.7% | -50.7% | -29.1% |
| 1Y | -5.7% | +32.4% | -38.2% | -21.4% |
| 3Y | +118.1% | +99.5% | +18.6% | +41.2% |
| All | +43.1% | +241.8% | -198.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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