+337.5%
COP vs ELV
+278.2%
+59.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -1.4% |
| 7D | +1.0% | +0.9% | +0.1% | +0.6% |
| 30D | +9.6% | +7.2% | +2.4% | +6.9% |
| 3M | +15.0% | +3.4% | +11.6% | +13.0% |
| 6M | +21.8% | +48.6% | -26.8% | +4.9% |
| YTD | +49.6% | +20.6% | +29.1% | +37.2% |
| 1Y | +49.9% | +38.5% | +11.4% | +29.8% |
| 3Y | +22.6% | -2.4% | +25.0% | +16.2% |
| 5Y | +193.6% | +25.3% | +168.3% | +139.0% |
| All | +337.5% | +278.2% | +59.3% | +178.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling