+94.7%
COF vs ELF
+24.2%
+70.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.3% |
| 7D | -3.4% | +1.6% | -4.9% | -3.6% |
| 30D | +0.4% | +9.1% | -8.7% | -0.8% |
| 3M | -12.5% | +28.2% | -40.7% | -15.4% |
| 6M | +8.3% | +119.5% | -111.2% | -2.8% |
| YTD | -18.6% | +55.2% | -73.7% | -24.0% |
| 1Y | -8.6% | +58.6% | -67.2% | -15.0% |
| 3Y | +94.7% | +21.3% | +73.4% | +62.1% |
| All | +94.7% | +24.2% | +70.5% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling