+243.7%
COF vs ELF
+303.8%
-60.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -5.1% | -11.6% | +6.5% | -2.8% |
| 30D | -6.0% | +4.6% | -10.7% | -7.0% |
| 3M | +14.8% | +59.7% | -44.9% | +3.7% |
| 6M | +15.3% | +21.2% | -5.9% | +9.3% |
| YTD | -13.0% | +27.4% | -40.5% | -19.0% |
| 1Y | -5.7% | -29.8% | +24.1% | -3.0% |
| 3Y | +118.1% | -28.5% | +146.6% | +101.2% |
| 5Y | +46.2% | +220.0% | -173.8% | -14.6% |
| All | +243.7% | +303.8% | -60.1% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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