+2,689.0%
COP vs EL
+1,845.6%
+843.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.0% |
| 7D | -8.4% | +8.0% | -16.4% | -10.3% |
| 30D | +0.3% | +15.4% | -15.1% | -3.4% |
| 3M | +15.1% | +28.5% | -13.4% | +7.1% |
| 6M | +19.8% | +32.2% | -12.5% | +9.6% |
| YTD | +46.8% | +9.2% | +37.6% | +38.5% |
| 1Y | +59.7% | +30.8% | +29.0% | +43.3% |
| 3Y | +28.7% | +3.7% | +25.0% | +15.1% |
| 5Y | +110.7% | -64.8% | +175.5% | +148.9% |
| 10Y | +298.3% | +60.0% | +238.3% | +206.0% |
| All | +2,689.0% | +1,845.6% | +843.4% | +1,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling