+181.8%
COP vs ESI
+182.6%
-0.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -11.5% | -8.5% | -3.0% | -9.1% |
| 30D | +5.0% | -15.7% | +20.6% | +10.3% |
| 3M | +17.5% | -18.2% | +35.7% | +23.8% |
| 6M | +16.2% | -28.8% | +45.1% | +25.7% |
| YTD | +48.8% | +26.3% | +22.5% | +27.8% |
| 1Y | +64.1% | +18.2% | +45.9% | +44.0% |
| 3Y | +25.7% | +68.1% | -42.4% | -6.3% |
| 5Y | +114.4% | +28.8% | +85.6% | +71.1% |
| 10Y | +331.7% | +329.8% | +1.8% | +113.6% |
| All | +181.8% | +182.6% | -0.8% | +67.7% |
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