+462.3%
COP vs ET
+1,435.0%
-972.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | +0.9% | +2.1% | +2.6% |
| 30D | +17.5% | +7.5% | +10.0% | +13.7% |
| 3M | +13.4% | +11.4% | +1.9% | +8.1% |
| 6M | +17.7% | +18.5% | -0.8% | +9.2% |
| YTD | +46.6% | +37.4% | +9.2% | +27.3% |
| 1Y | +44.6% | +30.9% | +13.7% | +28.4% |
| 3Y | +20.7% | +98.7% | -78.0% | -11.1% |
| 5Y | +185.0% | +230.7% | -45.7% | +70.0% |
| 10Y | +347.0% | +175.6% | +171.4% | +170.4% |
| All | +462.3% | +1,435.0% | -972.6% | -9.5% |
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