+310.1%
COP vs EL
+60.9%
+249.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -6.1% | +7.6% | -13.7% | -7.8% |
| 30D | +1.1% | +15.7% | -14.6% | -2.4% |
| 3M | +10.9% | +30.5% | -19.6% | +3.3% |
| 6M | +20.8% | +32.5% | -11.8% | +11.1% |
| YTD | +48.0% | +9.4% | +38.6% | +40.5% |
| 1Y | +58.5% | +28.4% | +30.2% | +43.4% |
| 3Y | +28.1% | +4.4% | +23.7% | +13.8% |
| 5Y | +120.5% | -64.5% | +185.0% | +195.9% |
| 10Y | +310.1% | +64.9% | +245.3% | +210.3% |
| All | +310.1% | +60.9% | +249.3% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling