+4,492.0%
COP vs ES
+1,243.3%
+3,248.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +17.5% | -2.0% | +19.4% | +18.1% |
| 3M | +13.4% | +1.7% | +11.7% | +12.5% |
| 6M | +17.7% | -3.5% | +21.3% | +18.4% |
| YTD | +46.6% | +7.9% | +38.7% | +42.1% |
| 1Y | +44.6% | +17.2% | +27.4% | +35.8% |
| 3Y | +20.7% | +29.3% | -8.6% | +7.9% |
| 5Y | +185.0% | -5.7% | +190.8% | +179.1% |
| 10Y | +347.0% | +85.2% | +261.8% | +241.1% |
| All | +4,492.0% | +1,243.3% | +3,248.7% | +2,039.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling