+60.7%
COP vs ESTC
+1.6%
+59.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -5.2% |
| 7D | -8.1% | -15.9% | +7.7% | -8.2% |
| 30D | +6.7% | -5.5% | +12.2% | +6.6% |
| 3M | +16.9% | +26.2% | -9.3% | +16.6% |
| 6M | +11.2% | +77.0% | -65.8% | +10.2% |
| YTD | +49.5% | +18.9% | +30.6% | +50.2% |
| 1Y | +60.7% | +1.3% | +59.4% | +65.1% |
| All | +60.7% | +1.6% | +59.1% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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