+140.9%
COPX vs ESTC
+19.0%
+121.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.2% | -2.8% |
| 7D | +1.6% | -3.6% | +5.2% | +2.0% |
| 30D | -15.0% | -11.2% | -3.8% | -14.1% |
| 3M | -18.6% | +14.3% | -32.9% | -19.9% |
| 6M | -14.9% | +67.0% | -81.9% | -19.6% |
| YTD | +1.8% | +15.7% | -13.8% | -0.2% |
| 1Y | +19.7% | -6.3% | +25.9% | +20.3% |
| 3Y | +140.9% | +14.5% | +126.4% | +126.0% |
| All | +140.9% | +19.0% | +121.8% | +126.0% |
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