+335.9%
COP vs ELV
+258.8%
+77.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -0.5% | -2.2% | +1.7% | +0.2% |
| 30D | +11.7% | -0.2% | +11.9% | +11.7% |
| 3M | +17.7% | -6.1% | +23.8% | +19.5% |
| 6M | +18.3% | +42.8% | -24.5% | +3.3% |
| YTD | +49.1% | +14.4% | +34.7% | +39.2% |
| 1Y | +53.3% | +28.6% | +24.7% | +36.2% |
| 3Y | +22.2% | -7.4% | +29.6% | +17.9% |
| 5Y | +193.3% | +14.5% | +178.8% | +147.7% |
| All | +335.9% | +258.8% | +77.1% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling