+24.5%
COP vs ET
+97.4%
-72.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -1.0% |
| 30D | +11.7% | +5.3% | +6.4% | +7.5% |
| 3M | +17.7% | +15.6% | +2.0% | +6.0% |
| 6M | +18.3% | +20.6% | -2.3% | +3.5% |
| YTD | +49.1% | +38.5% | +10.5% | +18.5% |
| 1Y | +53.3% | +35.7% | +17.6% | +23.6% |
| All | +24.5% | +97.4% | -72.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling