+20.8%
COP vs ETR
+153.2%
-132.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -0.8% | +1.4% | -2.3% | -1.2% |
| 30D | +15.6% | +1.9% | +13.7% | +15.0% |
| 3M | +14.3% | +1.0% | +13.4% | +13.9% |
| 6M | +17.0% | +4.8% | +12.1% | +14.9% |
| YTD | +47.4% | +19.5% | +27.9% | +39.0% |
| 1Y | +52.4% | +28.1% | +24.3% | +40.4% |
| 3Y | +20.8% | +151.1% | -130.3% | -5.6% |
| All | +20.8% | +153.2% | -132.3% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling