+5,625.4%
COF vs ETR
+3,465.7%
+2,159.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -2.7% | +0.4% | -3.0% | -2.8% |
| 30D | -3.4% | +2.0% | -5.4% | -4.3% |
| 3M | +15.4% | -1.7% | +17.1% | +16.0% |
| 6M | +14.4% | +3.6% | +10.8% | +11.4% |
| YTD | -12.0% | +18.0% | -30.0% | -19.6% |
| 1Y | -3.7% | +26.2% | -30.0% | -14.9% |
| 3Y | +121.1% | +148.0% | -26.9% | +38.6% |
| 5Y | +47.8% | +126.1% | -78.2% | -4.5% |
| 10Y | +250.3% | +302.3% | -52.0% | +74.7% |
| All | +5,625.4% | +3,465.7% | +2,159.8% | +1,688.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling