+123.8%
COP vs ESTC
+31.2%
+92.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.5% |
| 7D | +3.0% | -8.1% | +11.1% | +4.0% |
| 30D | +17.5% | +31.7% | -14.2% | +12.8% |
| 3M | +13.4% | +41.1% | -27.7% | +7.6% |
| 6M | +17.7% | +77.1% | -59.3% | +7.8% |
| YTD | +46.6% | +21.7% | +24.9% | +40.4% |
| 1Y | +44.6% | +8.4% | +36.2% | +40.0% |
| 3Y | +20.7% | +23.6% | -2.9% | +8.9% |
| 5Y | +185.0% | -46.5% | +231.5% | +186.5% |
| All | +123.8% | +31.2% | +92.6% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling