-28.8%
ESI vs COO
+1.4%
-30.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.5% |
| 7D | -8.5% | +4.7% | -13.2% | -7.5% |
| 30D | -15.7% | +13.9% | -29.6% | -13.6% |
| 3M | -18.2% | -14.9% | -3.3% | -22.9% |
| 6M | -28.8% | +2.0% | -30.9% | -23.7% |
| All | -28.8% | +1.4% | -30.2% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling