+2,684.7%
COP vs EL
+1,685.7%
+998.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +17.5% | +19.8% | -2.4% | +11.7% |
| 3M | +13.4% | +25.7% | -12.4% | +6.0% |
| 6M | +17.7% | +5.4% | +12.3% | +13.5% |
| YTD | +46.6% | +0.2% | +46.4% | +41.9% |
| 1Y | +44.6% | +20.4% | +24.2% | +32.4% |
| 3Y | +20.7% | -32.1% | +52.8% | +21.1% |
| 5Y | +185.0% | -67.2% | +252.2% | +243.2% |
| 10Y | +347.0% | +31.7% | +315.2% | +262.0% |
| All | +2,684.7% | +1,685.7% | +998.9% | +1,201.8% |
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