+25.2%
COP vs ELAN
+99.1%
-73.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.2% |
| 7D | +2.3% | -5.4% | +7.7% | +2.6% |
| 30D | +8.6% | +4.7% | +3.9% | +8.3% |
| 3M | +19.9% | -3.7% | +23.5% | +19.9% |
| 6M | +19.0% | -1.2% | +20.2% | +18.4% |
| YTD | +50.0% | +2.4% | +47.6% | +48.4% |
| 1Y | +50.5% | +23.4% | +27.1% | +45.6% |
| 3Y | +25.2% | +96.7% | -71.5% | +13.3% |
| All | +25.2% | +99.1% | -73.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling