+39.2%
ESI vs COO
-2.5%
+41.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +5.4% | -2.3% | +7.7% | +5.8% |
| 30D | -4.2% | -8.8% | +4.6% | -2.5% |
| 3M | -9.6% | +1.3% | -11.0% | -11.3% |
| 6M | +18.3% | -11.6% | +29.9% | +30.3% |
| YTD | +45.8% | -17.4% | +63.2% | +67.8% |
| 1Y | +39.2% | -1.6% | +40.8% | +45.9% |
| All | +39.2% | -2.5% | +41.7% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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