+1,371.9%
COP vs ELV
+2,595.8%
-1,223.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -0.6% | +1.1% | -1.7% | -1.2% |
| 3M | +10.8% | +8.2% | +2.6% | +7.5% |
| 6M | +19.6% | +10.2% | +9.4% | +14.6% |
| YTD | +52.9% | +24.4% | +28.5% | +38.8% |
| 1Y | +62.2% | +33.8% | +28.4% | +43.3% |
| 3Y | +32.4% | -1.4% | +33.7% | +25.0% |
| 5Y | +129.7% | +5.8% | +123.9% | +107.7% |
| 10Y | +331.8% | +269.1% | +62.7% | +145.9% |
| All | +1,371.9% | +2,595.8% | -1,223.8% | +466.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling