+193.1%
COPX vs ESTC
-46.4%
+239.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +6.0% | -3.3% | +9.3% | +6.4% |
| 30D | +6.4% | +13.4% | -7.0% | +3.8% |
| 3M | +19.3% | +41.3% | -22.0% | +12.3% |
| 6M | +16.2% | +62.6% | -46.4% | +6.6% |
| YTD | +33.2% | +14.8% | +18.4% | +28.1% |
| 1Y | +90.2% | -5.1% | +95.3% | +87.9% |
| 3Y | +175.7% | +11.2% | +164.5% | +149.8% |
| 5Y | +193.1% | -47.0% | +240.1% | +175.6% |
| All | +193.1% | -46.4% | +239.5% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling