+3.8%
EL vs COO
-24.0%
+27.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +10.0% | +14.2% | -4.2% | +4.4% |
| 3M | +28.4% | -18.2% | +46.6% | +38.4% |
| 6M | +37.1% | +5.3% | +31.7% | +32.5% |
| YTD | +7.8% | -23.6% | +31.4% | +19.3% |
| 1Y | +26.0% | -12.7% | +38.7% | +32.0% |
| 3Y | +3.8% | -24.2% | +28.0% | +1.6% |
| All | +3.8% | -24.0% | +27.9% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling