+173.1%
COPX vs ESTC
+11.7%
+161.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.7% | +7.8% | +4.4% |
| 7D | +5.8% | -4.3% | +10.1% | +6.1% |
| 30D | +7.2% | +17.7% | -10.5% | +5.2% |
| 3M | +16.5% | +42.3% | -25.8% | +11.9% |
| 6M | +18.4% | +64.6% | -46.1% | +11.9% |
| YTD | +31.9% | +17.2% | +14.7% | +29.0% |
| 1Y | +88.5% | -4.2% | +92.7% | +88.6% |
| 3Y | +173.1% | +13.5% | +159.6% | +156.0% |
| All | +173.1% | +11.7% | +161.4% | +156.0% |
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