+340.2%
COP vs ESI
+308.3%
+31.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.5% | +3.9% | -4.4% | -1.9% |
| 30D | +11.7% | -3.8% | +15.5% | +12.9% |
| 3M | +17.7% | -13.1% | +30.8% | +21.2% |
| 6M | +18.3% | +11.3% | +7.0% | +7.4% |
| YTD | +49.1% | +44.1% | +5.0% | +19.6% |
| 1Y | +53.3% | +40.3% | +13.0% | +23.5% |
| 3Y | +22.2% | +84.1% | -61.9% | -16.7% |
| 5Y | +193.3% | +75.8% | +117.5% | +94.0% |
| 10Y | +340.2% | +320.7% | +19.5% | +83.9% |
| All | +340.2% | +308.3% | +31.9% | +83.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling