+9,811.7%
ETN vs COF
+5,555.9%
+4,255.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -5.1% | +8.7% | +5.2% |
| 30D | -7.5% | -6.0% | -1.5% | -5.8% |
| 3M | +8.3% | +14.8% | -6.5% | +3.7% |
| 6M | +20.2% | +15.3% | +4.8% | +14.8% |
| YTD | +34.7% | -13.0% | +47.7% | +39.2% |
| 1Y | +19.4% | -5.7% | +25.2% | +20.3% |
| 3Y | +85.5% | +118.1% | -32.6% | +44.2% |
| 5Y | +186.6% | +46.2% | +140.4% | +144.3% |
| 10Y | +724.7% | +246.1% | +478.6% | +434.0% |
| All | +9,811.7% | +5,555.9% | +4,255.7% | +3,192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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