+298.3%
COP vs ESI
+323.5%
-25.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.5% | -3.2% |
| 7D | -8.4% | -3.5% | -5.0% | -7.5% |
| 30D | +0.3% | -9.3% | +9.5% | +3.2% |
| 3M | +15.1% | -12.8% | +27.9% | +19.1% |
| 6M | +19.8% | -24.6% | +44.4% | +28.0% |
| YTD | +46.8% | +32.7% | +14.1% | +19.3% |
| 1Y | +59.7% | +20.3% | +39.4% | +35.2% |
| 3Y | +28.7% | +80.2% | -51.5% | -13.8% |
| 5Y | +110.7% | +40.0% | +70.7% | +53.0% |
| 10Y | +298.3% | +310.8% | -12.5% | +49.2% |
| All | +298.3% | +323.5% | -25.2% | +49.2% |
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 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