+31.2%
EL vs COO
+43.7%
-12.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -0.8% |
| 7D | +1.7% | -2.3% | +4.0% | +2.8% |
| 30D | +15.5% | -8.8% | +24.3% | +20.6% |
| 3M | +20.6% | +1.3% | +19.2% | +19.4% |
| 6M | +10.5% | -11.6% | +22.0% | +16.5% |
| YTD | -1.9% | -17.4% | +15.5% | +7.0% |
| 1Y | +16.1% | -1.6% | +17.7% | +15.9% |
| 3Y | -30.2% | -22.6% | -7.6% | -24.6% |
| 5Y | -67.4% | -40.3% | -27.0% | -60.8% |
| 10Y | +31.2% | +45.2% | -14.0% | +13.7% |
| All | +31.2% | +43.7% | -12.5% | +13.7% |
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