+47.8%
COF vs ESTC
-46.4%
+94.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.0% |
| 7D | -2.7% | -3.3% | +0.7% | -2.0% |
| 30D | -3.4% | +13.4% | -16.8% | -6.5% |
| 3M | +15.4% | +41.3% | -25.9% | +6.3% |
| 6M | +14.4% | +62.6% | -48.2% | +1.4% |
| YTD | -12.0% | +14.8% | -26.7% | -16.4% |
| 1Y | -3.7% | -5.1% | +1.3% | -5.5% |
| 3Y | +121.1% | +11.2% | +109.9% | +97.4% |
| 5Y | +47.8% | -47.0% | +94.8% | +26.0% |
| All | +47.8% | -46.4% | +94.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling