+177.6%
COP vs ESI
+224.6%
-47.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.0% |
| 7D | +3.0% | +3.3% | -0.3% | +1.8% |
| 30D | +17.5% | -5.9% | +23.4% | +19.4% |
| 3M | +13.4% | -14.1% | +27.4% | +16.9% |
| 6M | +17.7% | +6.6% | +11.2% | +10.1% |
| YTD | +46.6% | +45.0% | +1.6% | +21.6% |
| 1Y | +44.6% | +41.5% | +3.2% | +20.2% |
| 3Y | +20.7% | +78.8% | -58.1% | -10.8% |
| 5Y | +185.0% | +70.9% | +114.2% | +106.8% |
| 10Y | +347.0% | +317.1% | +29.9% | +122.4% |
| All | +177.6% | +224.6% | -47.0% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling