+75.7%
COPX vs ESTC
-8.5%
+84.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.6% | -3.4% | -7.0% |
| 7D | -2.9% | -13.2% | +10.3% | -3.1% |
| 30D | 0.0% | +9.3% | -9.3% | +0.3% |
| 3M | +14.8% | +37.3% | -22.5% | +15.3% |
| 6M | +7.0% | +61.0% | -54.0% | +8.7% |
| YTD | +23.8% | +10.7% | +13.2% | +25.2% |
| 1Y | +75.7% | -7.2% | +82.9% | +84.4% |
| All | +75.7% | -8.5% | +84.2% | +84.4% |
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