+76.5%
ESI vs COO
-43.5%
+120.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +1.4% |
| 7D | +3.9% | -9.0% | +12.9% | +8.0% |
| 30D | -3.8% | -16.8% | +13.0% | +3.8% |
| 3M | -13.1% | -7.5% | -5.6% | -11.2% |
| 6M | +11.3% | -16.3% | +27.6% | +19.1% |
| YTD | +44.1% | -22.5% | +66.6% | +60.4% |
| 1Y | +40.3% | -7.0% | +47.3% | +42.7% |
| 3Y | +84.1% | -27.5% | +111.5% | +101.1% |
| All | +76.5% | -43.5% | +120.0% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling