+193.3%
COP vs ELV
+14.8%
+178.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 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% | +18.5% |
| 6M | +18.3% | +42.8% | -24.5% | +11.7% |
| YTD | +49.1% | +14.4% | +34.7% | +45.1% |
| 1Y | +53.3% | +28.6% | +24.7% | +45.8% |
| 3Y | +22.2% | -7.4% | +29.6% | +20.9% |
| 5Y | +193.3% | +14.5% | +178.8% | +168.6% |
| All | +193.3% | +14.8% | +178.5% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling