+186.4%
COP vs ESI
+72.3%
+114.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | +3.0% | +3.3% | -0.3% | +2.4% |
| 30D | +17.5% | -5.9% | +23.4% | +18.6% |
| 3M | +13.4% | -14.1% | +27.4% | +15.4% |
| 6M | +17.7% | +6.6% | +11.2% | +12.2% |
| YTD | +46.6% | +45.0% | +1.6% | +27.2% |
| 1Y | +44.6% | +41.5% | +3.2% | +25.8% |
| 3Y | +20.7% | +78.8% | -58.1% | -4.7% |
| All | +186.4% | +72.3% | +114.0% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling