+60.0%
EL vs COO
+40.7%
+19.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.6% |
| 7D | +8.0% | +4.3% | +3.7% | +5.9% |
| 30D | +15.4% | +17.6% | -2.2% | +6.9% |
| 3M | +28.5% | -13.9% | +42.4% | +36.7% |
| 6M | +32.2% | +6.6% | +25.7% | +26.3% |
| YTD | +9.2% | -22.0% | +31.2% | +21.3% |
| 1Y | +30.8% | -8.8% | +39.6% | +34.5% |
| 3Y | +3.7% | -21.5% | +25.2% | +10.2% |
| 5Y | -64.8% | -41.0% | -23.8% | -57.7% |
| 10Y | +60.0% | +40.9% | +19.1% | +41.9% |
| All | +60.0% | +40.7% | +19.3% | +41.9% |
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