+68.1%
ESI vs COO
-25.3%
+93.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.4% |
| 7D | -8.5% | +4.7% | -13.2% | -9.8% |
| 30D | -15.7% | +13.9% | -29.6% | -19.1% |
| 3M | -18.2% | -14.9% | -3.3% | -14.7% |
| 6M | -28.8% | +2.0% | -30.9% | -31.1% |
| YTD | +26.3% | -23.9% | +50.2% | +38.2% |
| 1Y | +18.2% | -9.6% | +27.9% | +21.5% |
| 3Y | +68.1% | -25.4% | +93.5% | +69.8% |
| All | +68.1% | -25.3% | +93.4% | +69.8% |
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