+60.7%
COP vs ELV
+42.6%
+18.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -5.3% |
| 7D | -8.1% | +4.8% | -12.9% | -8.2% |
| 30D | +6.7% | +10.1% | -3.4% | +6.4% |
| 3M | +16.9% | +15.4% | +1.5% | +16.5% |
| 6M | +11.2% | +17.7% | -6.5% | +10.8% |
| YTD | +49.5% | +25.7% | +23.8% | +49.8% |
| 1Y | +60.7% | +39.9% | +20.8% | +62.2% |
| All | +60.7% | +42.6% | +18.1% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling