+298.3%
COP vs ES
+82.6%
+215.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -8.4% | -0.1% | -8.3% | -8.5% |
| 30D | +0.3% | +5.7% | -5.4% | -1.3% |
| 3M | +15.1% | -2.8% | +17.9% | +15.7% |
| 6M | +19.8% | +7.0% | +12.8% | +17.0% |
| YTD | +46.8% | +6.8% | +40.0% | +42.9% |
| 1Y | +59.7% | -0.5% | +60.2% | +58.1% |
| 3Y | +28.7% | +47.2% | -18.5% | +11.4% |
| 5Y | +110.7% | +2.3% | +108.4% | +102.6% |
| 10Y | +298.3% | +85.6% | +212.6% | +287.9% |
| All | +298.3% | +82.6% | +215.7% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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