+64.9%
EL vs COO
+38.3%
+26.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +7.6% | +4.5% | +3.1% | +5.5% |
| 30D | +15.7% | +16.9% | -1.2% | +7.5% |
| 3M | +30.5% | -16.7% | +47.2% | +41.2% |
| 6M | +32.5% | +5.9% | +26.6% | +26.9% |
| YTD | +9.4% | -22.4% | +31.9% | +21.9% |
| 1Y | +28.4% | -10.1% | +38.5% | +32.9% |
| 3Y | +4.4% | -22.8% | +27.2% | +11.9% |
| 5Y | -64.5% | -41.4% | -23.1% | -57.3% |
| 10Y | +64.9% | +41.3% | +23.6% | +46.9% |
| All | +64.9% | +38.3% | +26.5% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling