+132.2%
COP vs ETR
+157.6%
-25.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.4% | +1.2% | +3.3% | +4.0% |
| 30D | 0.0% | +7.0% | -7.1% | -2.2% |
| 3M | +15.0% | +4.6% | +10.4% | +13.2% |
| 6M | +22.0% | +0.1% | +21.9% | +21.5% |
| YTD | +55.3% | +23.2% | +32.2% | +43.2% |
| 1Y | +64.1% | +20.6% | +43.5% | +52.3% |
| 3Y | +34.1% | +156.3% | -122.2% | -7.5% |
| All | +132.2% | +157.6% | -25.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling