+21.1%
COP vs ESTC
+18.2%
+2.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.9% |
| 7D | +3.0% | -8.1% | +11.1% | +3.4% |
| 30D | +17.5% | +31.7% | -14.2% | +15.5% |
| 3M | +13.4% | +41.1% | -27.7% | +10.9% |
| 6M | +17.7% | +77.1% | -59.3% | +13.3% |
| YTD | +46.6% | +21.7% | +24.9% | +44.2% |
| 1Y | +44.6% | +8.4% | +36.2% | +43.1% |
| All | +21.1% | +18.2% | +2.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling