+20.4%
EL vs COO
+4.1%
+16.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.8% |
| 30D | +19.8% | -7.0% | +26.9% | +23.7% |
| 3M | +25.7% | +12.2% | +13.5% | +19.0% |
| 6M | +5.4% | -15.1% | +20.6% | +15.3% |
| YTD | +0.2% | -15.1% | +15.3% | +9.3% |
| 1Y | +20.4% | +2.3% | +18.1% | +21.3% |
| All | +20.4% | +4.1% | +16.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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