+140.7%
COF vs ELAN
-28.2%
+168.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -5.1% | -5.4% | +0.3% | -3.1% |
| 30D | -6.0% | +4.7% | -10.7% | -7.8% |
| 3M | +14.8% | -3.7% | +18.5% | +15.6% |
| 6M | +15.3% | -1.2% | +16.5% | +13.1% |
| YTD | -13.0% | +2.4% | -15.4% | -16.1% |
| 1Y | -5.7% | +23.4% | -29.1% | -16.1% |
| 3Y | +118.1% | +96.7% | +21.4% | +41.5% |
| 5Y | +46.2% | -30.6% | +76.8% | +58.8% |
| All | +140.7% | -28.2% | +168.9% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling