+60.7%
COP vs ETR
+18.4%
+42.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.7% | -7.9% | -5.3% |
| 7D | -8.1% | +3.7% | -11.9% | -8.3% |
| 30D | +6.7% | +11.0% | -4.3% | +6.0% |
| 3M | +16.9% | +3.4% | +13.5% | +16.6% |
| 6M | +11.2% | -3.3% | +14.5% | +11.7% |
| YTD | +49.5% | +23.3% | +26.3% | +43.0% |
| 1Y | +60.7% | +19.2% | +41.5% | +55.4% |
| All | +60.7% | +18.4% | +42.3% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling