+53.3%
COP vs ESI
+38.0%
+15.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.0% |
| 7D | -0.5% | +3.9% | -4.4% | -0.1% |
| 30D | +11.7% | -3.8% | +15.5% | +11.4% |
| 3M | +17.7% | -13.1% | +30.8% | +16.9% |
| 6M | +18.3% | +11.3% | +7.0% | +16.2% |
| YTD | +49.1% | +44.1% | +5.0% | +38.1% |
| 1Y | +53.3% | +40.3% | +13.0% | +43.5% |
| All | +53.3% | +38.0% | +15.3% | +43.5% |
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