+11.9%
COST vs ELF
-3.2%
+15.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +6.6% | -1.5% | +8.2% | +6.7% |
| 30D | +13.5% | +9.5% | +4.0% | +13.4% |
| 3M | +10.6% | +29.4% | -18.8% | +10.3% |
| 6M | +3.6% | +83.7% | -80.1% | +3.0% |
| YTD | +22.1% | +49.4% | -27.4% | +21.6% |
| 1Y | +11.9% | -3.9% | +15.8% | +12.4% |
| All | +11.9% | -3.2% | +15.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling