+297.3%
ESI vs COPX
+583.8%
-286.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -2.3% | -2.3% | -3.5% |
| 30D | -10.5% | +0.3% | -10.8% | -11.0% |
| 3M | -19.8% | +6.8% | -26.6% | -23.2% |
| 6M | +5.8% | +7.9% | -2.1% | -0.2% |
| YTD | +38.3% | +23.7% | +14.6% | +19.5% |
| 1Y | +31.5% | +71.5% | -40.0% | -5.4% |
| 3Y | +80.7% | +149.1% | -68.4% | +1.6% |
| 5Y | +69.4% | +167.3% | -97.9% | -12.7% |
| All | +297.3% | +583.8% | -286.5% | -9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling