+120.8%
COF vs ESTC
+11.0%
+109.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.1% |
| 7D | -2.7% | -3.3% | +0.7% | -2.1% |
| 30D | -3.4% | +13.4% | -16.8% | -6.0% |
| 3M | +15.4% | +41.3% | -25.9% | +7.7% |
| 6M | +14.4% | +62.6% | -48.2% | +3.4% |
| YTD | -12.0% | +14.8% | -26.7% | -15.7% |
| 1Y | -3.7% | -5.1% | +1.3% | -5.2% |
| All | +120.8% | +11.0% | +109.8% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling