+335.4%
COP vs ESI
+313.2%
+22.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.8% | +5.4% | -6.2% | -2.8% |
| 30D | +15.6% | -4.2% | +19.8% | +17.0% |
| 3M | +14.3% | -9.6% | +24.0% | +15.9% |
| 6M | +17.0% | +18.3% | -1.3% | +3.5% |
| YTD | +47.4% | +45.8% | +1.6% | +17.8% |
| 1Y | +52.4% | +39.2% | +13.2% | +23.3% |
| 3Y | +20.8% | +86.3% | -65.4% | -18.0% |
| 5Y | +191.7% | +76.2% | +115.5% | +93.1% |
| All | +335.4% | +313.2% | +22.2% | +81.1% |
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