+118.1%
COF vs ELAN
+99.1%
+19.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -5.1% | -5.4% | +0.3% | -3.9% |
| 30D | -6.0% | +4.7% | -10.7% | -7.0% |
| 3M | +14.8% | -3.7% | +18.5% | +15.4% |
| 6M | +15.3% | -1.2% | +16.5% | +14.3% |
| YTD | -13.0% | +2.4% | -15.4% | -14.6% |
| 1Y | -5.7% | +23.4% | -29.1% | -11.5% |
| 3Y | +118.1% | +96.7% | +21.4% | +73.7% |
| All | +118.1% | +99.1% | +19.1% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling