+320.3%
COP vs ES
+85.7%
+234.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.3% |
| 7D | -11.5% | +1.9% | -13.4% | -12.0% |
| 30D | +5.0% | +7.1% | -2.1% | +3.0% |
| 3M | +17.5% | -1.9% | +19.4% | +17.8% |
| 6M | +16.2% | +4.4% | +11.9% | +14.4% |
| YTD | +48.8% | +7.3% | +41.5% | +44.7% |
| 1Y | +64.1% | +2.1% | +62.0% | +61.3% |
| 3Y | +25.7% | +41.8% | -16.2% | +10.3% |
| 5Y | +114.4% | +1.4% | +112.9% | +106.7% |
| All | +320.3% | +85.7% | +234.6% | +309.9% |
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