+24.9%
ESI vs COPX
+31.7%
-6.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.0% | -8.6% | -6.6% |
| 7D | -6.6% | -3.0% | -3.6% | -5.3% |
| 30D | -10.9% | -13.6% | +2.7% | -4.2% |
| 3M | -13.8% | -11.2% | -2.6% | -9.0% |
| 6M | -21.5% | -2.4% | -19.1% | -21.4% |
| YTD | +34.7% | +4.2% | +30.5% | +22.2% |
| 1Y | +24.9% | +32.2% | -7.3% | -7.0% |
| All | +24.9% | +31.7% | -6.8% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling