+403.5%
COPX vs ESTC
+31.2%
+372.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +0.2% |
| 7D | -4.0% | -8.1% | +4.1% | -2.6% |
| 30D | +4.5% | +31.7% | -27.1% | -1.4% |
| 3M | +0.8% | +41.1% | -40.2% | -6.4% |
| 6M | +3.2% | +77.1% | -73.9% | -9.0% |
| YTD | +26.7% | +21.7% | +5.0% | +19.1% |
| 1Y | +85.7% | +8.4% | +77.3% | +77.3% |
| 3Y | +151.2% | +23.6% | +127.5% | +117.7% |
| 5Y | +170.0% | -46.5% | +216.5% | +165.2% |
| All | +403.5% | +31.2% | +372.3% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling