+68.6%
ESI vs COPX
+163.4%
-94.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -2.3% | -2.3% | -3.6% |
| 30D | -10.5% | +0.3% | -10.8% | -10.9% |
| 3M | -19.8% | +6.8% | -26.6% | -22.8% |
| 6M | +5.8% | +7.9% | -2.1% | +0.5% |
| YTD | +38.3% | +23.7% | +14.6% | +21.8% |
| 1Y | +31.5% | +71.5% | -40.0% | -1.1% |
| 3Y | +80.7% | +149.1% | -68.4% | +9.6% |
| All | +68.6% | +163.4% | -94.8% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling