+4,492.0%
COP vs ETR
+4,412.2%
+79.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +3.0% | +1.4% | +1.6% | +2.4% |
| 30D | +17.5% | +1.0% | +16.5% | +17.0% |
| 3M | +13.4% | -1.3% | +14.6% | +13.7% |
| 6M | +17.7% | +1.9% | +15.8% | +16.0% |
| YTD | +46.6% | +18.2% | +28.4% | +35.8% |
| 1Y | +44.6% | +24.7% | +19.9% | +30.8% |
| 3Y | +20.7% | +150.7% | -130.0% | -19.3% |
| 5Y | +185.0% | +127.0% | +58.0% | +95.8% |
| 10Y | +347.0% | +295.5% | +51.5% | +142.8% |
| All | +4,492.0% | +4,412.2% | +79.7% | +1,346.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling