+350.3%
COP vs ELF
+393.8%
-43.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -6.1% | +6.3% | -12.4% | -6.8% |
| 30D | +1.1% | +8.5% | -7.4% | 0.0% |
| 3M | +10.9% | +24.4% | -13.5% | +7.7% |
| 6M | +20.8% | +94.7% | -74.0% | +9.8% |
| YTD | +48.0% | +55.9% | -7.8% | +37.0% |
| 1Y | +58.5% | +48.4% | +10.1% | +47.5% |
| 3Y | +28.1% | +24.6% | +3.5% | +10.6% |
| 5Y | +120.5% | +285.0% | -164.6% | +42.6% |
| 10Y | +310.1% | +357.2% | -47.1% | +125.7% |
| All | +350.3% | +393.8% | -43.5% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling