+32.2%
COPX vs ESTC
+1.6%
+30.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.0% |
| 7D | -3.0% | -15.9% | +12.9% | -2.7% |
| 30D | -13.6% | -5.5% | -8.1% | -13.5% |
| 3M | -11.2% | +26.2% | -37.4% | -11.1% |
| 6M | -2.4% | +77.0% | -79.4% | -1.7% |
| YTD | +4.2% | +18.9% | -14.7% | +6.8% |
| 1Y | +32.2% | +1.3% | +30.9% | +38.2% |
| All | +32.2% | +1.6% | +30.6% | +38.2% |
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