+30.4%
COP vs ELF
+19.0%
+11.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.4% |
| 7D | -11.5% | +4.0% | -15.5% | -11.7% |
| 30D | +5.0% | +10.6% | -5.6% | +4.5% |
| 3M | +17.5% | +25.8% | -8.3% | +16.3% |
| 6M | +16.2% | +89.1% | -72.8% | +12.8% |
| YTD | +48.8% | +52.7% | -4.0% | +45.2% |
| 1Y | +64.1% | +51.7% | +12.4% | +60.1% |
| All | +30.4% | +19.0% | +11.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling