+352.6%
COP vs ELF
+383.9%
-31.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -0.1% |
| 7D | -11.5% | +4.0% | -15.5% | -12.0% |
| 30D | +5.0% | +10.6% | -5.6% | +3.6% |
| 3M | +17.5% | +25.8% | -8.3% | +13.8% |
| 6M | +16.2% | +89.1% | -72.8% | +6.1% |
| YTD | +48.8% | +52.7% | -4.0% | +38.0% |
| 1Y | +64.1% | +51.7% | +12.4% | +52.0% |
| 3Y | +25.7% | +14.2% | +11.4% | +10.0% |
| 5Y | +114.4% | +270.7% | -156.3% | +39.5% |
| 10Y | +331.7% | +341.9% | -10.3% | +139.0% |
| All | +352.6% | +383.9% | -31.3% | +150.9% |
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 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