+325.0%
COP vs ES
+92.3%
+232.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.2% | +6.7% | -6.5% | -1.6% |
| 3M | +10.2% | +0.3% | +9.9% | +9.9% |
| 6M | +20.1% | +7.4% | +12.7% | +17.2% |
| YTD | +50.5% | +8.4% | +42.1% | +46.0% |
| 1Y | +56.8% | +0.6% | +56.2% | +54.8% |
| 3Y | +30.3% | +50.6% | -20.3% | +12.1% |
| 5Y | +126.8% | +4.8% | +122.0% | +116.6% |
| 10Y | +325.0% | +93.1% | +231.9% | +333.6% |
| All | +325.0% | +92.3% | +232.7% | +333.6% |
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