+1,311.0%
COP vs ELV
+2,444.2%
-1,133.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +3.0% | +3.3% | -0.3% | +1.9% |
| 30D | +17.5% | +4.2% | +13.3% | +15.8% |
| 3M | +13.4% | -0.1% | +13.4% | +12.6% |
| 6M | +17.7% | +41.3% | -23.5% | +3.7% |
| YTD | +46.6% | +17.4% | +29.1% | +36.0% |
| 1Y | +44.6% | +35.1% | +9.5% | +27.2% |
| 3Y | +20.7% | -3.2% | +23.9% | +14.8% |
| 5Y | +185.0% | +15.6% | +169.4% | +148.9% |
| 10Y | +347.0% | +276.8% | +70.2% | +153.2% |
| All | +1,311.0% | +2,444.2% | -1,133.3% | +454.9% |
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