+49.3%
COP vs ETR
+26.4%
+22.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +11.7% | +2.0% | +9.7% | +11.5% |
| 3M | +17.7% | -1.7% | +19.4% | +17.9% |
| 6M | +18.3% | +3.6% | +14.7% | +17.8% |
| YTD | +49.1% | +18.0% | +31.0% | +43.7% |
| All | +49.3% | +26.4% | +22.9% | +45.6% |
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