+262.4%
COF vs ELF
+357.0%
-94.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.8% |
| 7D | +1.8% | +5.4% | -3.5% | +0.7% |
| 30D | -0.6% | +27.0% | -27.5% | -5.5% |
| 3M | +20.3% | +113.2% | -92.9% | +2.3% |
| 6M | +13.0% | +36.6% | -23.6% | +4.5% |
| YTD | -8.3% | +44.2% | -52.6% | -16.7% |
| 1Y | -1.5% | -18.0% | +16.5% | -1.9% |
| 3Y | +122.3% | -19.9% | +142.2% | +100.5% |
| 5Y | +52.5% | +257.7% | -205.2% | -12.8% |
| All | +262.4% | +357.0% | -94.6% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling