+118.1%
COF vs ETR
+143.8%
-25.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -5.1% | -1.8% | -3.3% | -4.8% |
| 30D | -6.0% | -1.8% | -4.3% | -5.7% |
| 3M | +14.8% | -3.6% | +18.4% | +15.5% |
| 6M | +15.3% | +2.6% | +12.7% | +14.0% |
| YTD | -13.0% | +16.0% | -29.1% | -17.1% |
| 1Y | -5.7% | +20.1% | -25.8% | -11.0% |
| 3Y | +118.1% | +143.6% | -25.5% | +78.9% |
| All | +118.1% | +143.8% | -25.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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