+340.2%
COP vs ETR
+288.4%
+51.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +11.7% | +2.0% | +9.7% | +10.7% |
| 3M | +17.7% | -1.7% | +19.4% | +18.3% |
| 6M | +18.3% | +3.6% | +14.7% | +15.5% |
| YTD | +49.1% | +18.0% | +31.0% | +37.2% |
| 1Y | +53.3% | +26.2% | +27.1% | +36.7% |
| 3Y | +22.2% | +148.0% | -125.8% | -21.7% |
| 5Y | +193.3% | +126.1% | +67.3% | +93.3% |
| 10Y | +340.2% | +302.3% | +38.0% | +193.1% |
| All | +340.2% | +288.4% | +51.8% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling