+44.6%
COP vs ETR
+23.8%
+20.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +17.5% | +1.0% | +16.5% | +17.4% |
| 3M | +13.4% | -1.3% | +14.6% | +13.6% |
| 6M | +17.7% | +1.9% | +15.8% | +17.4% |
| YTD | +46.6% | +18.2% | +28.4% | +40.0% |
| 1Y | +44.6% | +24.7% | +19.9% | +36.6% |
| All | +44.6% | +23.8% | +20.8% | +36.6% |
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