+24.5%
COP vs ELV
-7.6%
+32.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +11.7% | -0.2% | +11.9% | +11.7% |
| 3M | +17.7% | -6.1% | +23.8% | +18.0% |
| 6M | +18.3% | +42.8% | -24.5% | +16.6% |
| YTD | +49.1% | +14.4% | +34.7% | +48.2% |
| 1Y | +53.3% | +28.6% | +24.7% | +51.4% |
| All | +24.5% | -7.6% | +32.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling