+124.2%
COP vs ESTC
+28.9%
+95.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -1.9% |
| 7D | -8.4% | -1.2% | -7.2% | -8.3% |
| 30D | +0.3% | -8.1% | +8.4% | +1.1% |
| 3M | +15.1% | +20.2% | -5.1% | +11.5% |
| 6M | +19.8% | +72.7% | -53.0% | +10.0% |
| YTD | +46.8% | +19.6% | +27.2% | +40.5% |
| 1Y | +59.7% | +0.3% | +59.5% | +56.4% |
| 3Y | +28.7% | +22.8% | +5.9% | +16.2% |
| 5Y | +110.7% | -50.9% | +161.6% | +116.1% |
| All | +124.2% | +28.9% | +95.2% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling