+132.2%
COP vs ESTC
-52.1%
+184.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +4.4% | +2.4% | +2.0% | +4.2% |
| 30D | 0.0% | -4.2% | +4.2% | +0.1% |
| 3M | +15.0% | +2.5% | +12.6% | +14.4% |
| 6M | +22.0% | +81.5% | -59.5% | +16.3% |
| YTD | +55.3% | +16.8% | +38.5% | +52.2% |
| 1Y | +64.1% | -3.5% | +67.6% | +63.0% |
| 3Y | +34.1% | +17.7% | +16.3% | +28.4% |
| All | +132.2% | -52.1% | +184.3% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling