+60.7%
COP vs ESI
+27.8%
+32.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.5% | -5.7% |
| 7D | -8.1% | -6.6% | -1.6% | -8.8% |
| 30D | +6.7% | -10.9% | +17.6% | +5.3% |
| 3M | +16.9% | -13.8% | +30.7% | +15.4% |
| 6M | +11.2% | -21.5% | +32.7% | +9.8% |
| YTD | +49.5% | +34.7% | +14.8% | +39.6% |
| 1Y | +60.7% | +24.9% | +35.8% | +52.2% |
| All | +60.7% | +27.8% | +32.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling