+336.7%
COP vs ESI
+318.1%
+18.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +4.4% | +5.5% | -1.1% | +2.3% |
| 30D | 0.0% | -7.8% | +7.7% | +2.2% |
| 3M | +15.0% | -15.0% | +30.0% | +20.2% |
| 6M | +22.0% | -24.9% | +46.9% | +30.6% |
| YTD | +55.3% | +33.2% | +22.1% | +26.0% |
| 1Y | +64.1% | +24.9% | +39.2% | +36.6% |
| 3Y | +34.1% | +77.8% | -43.7% | -9.6% |
| 5Y | +133.4% | +37.1% | +96.2% | +71.4% |
| All | +336.7% | +318.1% | +18.7% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling