+353.4%
COP vs ELF
+317.0%
+36.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.6% |
| 7D | -0.5% | -6.8% | +6.3% | +0.3% |
| 30D | +11.7% | +5.1% | +6.6% | +10.9% |
| 3M | +17.7% | +79.8% | -62.1% | +8.5% |
| 6M | +18.3% | +29.7% | -11.4% | +13.0% |
| YTD | +49.1% | +31.6% | +17.4% | +41.0% |
| 1Y | +53.3% | -27.9% | +81.2% | +55.6% |
| 3Y | +22.2% | -26.4% | +48.6% | +14.4% |
| 5Y | +193.3% | +235.6% | -42.3% | +92.2% |
| All | +353.4% | +317.0% | +36.4% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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