+43.1%
COF vs ELV
+25.1%
+18.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.1% | +3.2% | -8.3% | -5.8% |
| 30D | -6.0% | +5.4% | -11.4% | -7.0% |
| 3M | +14.8% | +5.4% | +9.5% | +13.3% |
| 6M | +15.3% | +45.7% | -30.4% | +6.1% |
| YTD | -13.0% | +21.2% | -34.2% | -17.2% |
| 1Y | -5.7% | +35.6% | -41.3% | -12.5% |
| 3Y | +118.1% | -2.0% | +120.1% | +113.2% |
| All | +43.1% | +25.1% | +18.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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