+47.8%
COF vs ETHA
-27.9%
+75.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.7% | 0.0% |
| 7D | -5.1% | +3.5% | -8.6% | -5.7% |
| 30D | -6.0% | +35.3% | -41.3% | -11.4% |
| 3M | +14.8% | +50.9% | -36.0% | +5.8% |
| 6M | +15.3% | +22.1% | -6.8% | +10.0% |
| YTD | -13.0% | -14.6% | +1.5% | -12.5% |
| 1Y | -5.7% | -42.8% | +37.1% | +1.1% |
| All | +47.8% | -27.9% | +75.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling