+132.9%
COF vs ESTC
+25.9%
+107.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.4% | +2.4% | -5.8% | -3.9% |
| 30D | +0.4% | -4.2% | +4.6% | +0.9% |
| 3M | -12.5% | +2.5% | -15.0% | -14.0% |
| 6M | +8.3% | +81.5% | -73.2% | -7.0% |
| YTD | -18.6% | +16.8% | -35.4% | -23.6% |
| 1Y | -8.6% | -3.5% | -5.2% | -11.0% |
| 3Y | +94.7% | +17.7% | +76.9% | +70.3% |
| 5Y | +35.3% | -51.7% | +87.1% | +33.7% |
| All | +132.9% | +25.9% | +107.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling