+340.2%
COP vs EL
+28.8%
+311.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.8% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +11.7% | +13.7% | -2.0% | +7.8% |
| 3M | +17.7% | +14.5% | +3.2% | +12.9% |
| 6M | +18.3% | +7.4% | +10.9% | +13.9% |
| YTD | +49.1% | -4.7% | +53.8% | +46.7% |
| 1Y | +53.3% | +12.9% | +40.4% | +42.7% |
| 3Y | +22.2% | -32.2% | +54.4% | +24.8% |
| 5Y | +193.3% | -68.4% | +261.7% | +300.4% |
| 10Y | +340.2% | +28.3% | +312.0% | +242.3% |
| All | +340.2% | +28.8% | +311.4% | +242.3% |
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