+245.2%
COF vs ET
+1,438.5%
-1,193.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -5.1% | +0.2% | -5.4% | -5.2% |
| 30D | -6.0% | +2.9% | -8.9% | -7.1% |
| 3M | +14.8% | +16.8% | -2.0% | +8.0% |
| 6M | +15.3% | +18.9% | -3.5% | +7.4% |
| YTD | -13.0% | +37.7% | -50.7% | -23.6% |
| 1Y | -5.7% | +32.4% | -38.2% | -16.0% |
| 3Y | +118.1% | +99.5% | +18.6% | +66.9% |
| 5Y | +46.2% | +244.0% | -197.7% | -8.7% |
| 10Y | +246.1% | +172.1% | +74.0% | +114.6% |
| All | +245.2% | +1,438.5% | -1,193.4% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling