+45.4%
COF vs ELF
+217.8%
-172.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.1% |
| 7D | -6.1% | -10.8% | +4.8% | -4.4% |
| 30D | -5.2% | +0.8% | -6.0% | -5.4% |
| 3M | +17.0% | +64.8% | -47.8% | +7.5% |
| 6M | +12.9% | +19.0% | -6.1% | +8.6% |
| YTD | -13.5% | +25.9% | -39.5% | -17.9% |
| 1Y | -5.9% | -28.8% | +22.9% | -4.0% |
| 3Y | +117.1% | -29.6% | +146.7% | +99.2% |
| 5Y | +45.4% | +216.2% | -170.9% | -31.7% |
| All | +45.4% | +217.8% | -172.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling