+147.3%
COF vs ESTC
+19.3%
+128.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.0% |
| 7D | -6.1% | -13.2% | +7.1% | -3.2% |
| 30D | -5.2% | +9.3% | -14.5% | -7.7% |
| 3M | +17.0% | +37.3% | -20.3% | +7.9% |
| 6M | +12.9% | +61.0% | -48.1% | -0.4% |
| YTD | -13.5% | +10.7% | -24.2% | -17.5% |
| 1Y | -5.9% | -7.2% | +1.3% | -7.3% |
| 3Y | +117.1% | +7.2% | +109.9% | +94.2% |
| 5Y | +45.4% | -47.7% | +93.1% | +40.9% |
| All | +147.3% | +19.3% | +128.0% | +57.8% |
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