+574.1%
COF vs ELV
+2,378.1%
-1,804.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -2.7% | -2.2% | -0.4% | -1.6% |
| 30D | -3.4% | -0.2% | -3.2% | -3.3% |
| 3M | +15.4% | -6.1% | +21.5% | +17.8% |
| 6M | +14.4% | +42.8% | -28.4% | -4.6% |
| YTD | -12.0% | +14.4% | -26.4% | -19.5% |
| 1Y | -3.7% | +28.6% | -32.4% | -17.4% |
| 3Y | +121.1% | -7.4% | +128.5% | +110.7% |
| 5Y | +47.8% | +14.5% | +33.4% | +22.5% |
| 10Y | +250.3% | +257.4% | -7.1% | +56.1% |
| All | +574.1% | +2,378.1% | -1,804.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling