+25.7%
COP vs ESI
+67.9%
-42.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -11.5% | -8.5% | -3.0% | -10.8% |
| 30D | +5.0% | -15.7% | +20.6% | +6.6% |
| 3M | +17.5% | -18.2% | +35.7% | +19.7% |
| 6M | +16.2% | -28.8% | +45.1% | +20.0% |
| YTD | +48.8% | +26.3% | +22.5% | +30.3% |
| 1Y | +64.1% | +18.2% | +45.9% | +46.4% |
| 3Y | +25.7% | +68.1% | -42.4% | -4.3% |
| All | +25.7% | +67.9% | -42.3% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling