+77.8%
ESI vs COO
-24.0%
+101.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | +5.5% | +0.5% | +5.1% | +5.4% |
| 30D | -7.8% | +14.2% | -21.9% | -11.5% |
| 3M | -15.0% | -18.2% | +3.2% | -10.2% |
| 6M | -24.9% | +5.3% | -30.2% | -28.1% |
| YTD | +33.2% | -23.6% | +56.8% | +45.7% |
| 1Y | +24.9% | -12.7% | +37.6% | +30.0% |
| 3Y | +77.8% | -24.2% | +101.9% | +79.4% |
| All | +77.8% | -24.0% | +101.8% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling