+224.6%
ESI vs COO
+119.7%
+104.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.7% |
| 7D | +3.3% | -2.2% | +5.5% | +4.4% |
| 30D | -5.9% | -7.0% | +1.1% | -2.8% |
| 3M | -14.1% | +12.2% | -26.3% | -20.2% |
| 6M | +6.6% | -15.1% | +21.7% | +14.0% |
| YTD | +45.0% | -15.1% | +60.1% | +55.3% |
| 1Y | +41.5% | +2.3% | +39.1% | +37.3% |
| 3Y | +78.8% | -23.7% | +102.4% | +93.4% |
| 5Y | +70.9% | -38.9% | +109.8% | +104.5% |
| 10Y | +317.1% | +49.9% | +267.1% | +207.0% |
| All | +224.6% | +119.7% | +104.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling