-66.8%
EL vs COO
-38.8%
-28.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.7% |
| 7D | +0.8% | -2.2% | +3.0% | +1.9% |
| 30D | +19.8% | -7.0% | +26.9% | +24.2% |
| 3M | +25.7% | +12.2% | +13.5% | +18.0% |
| 6M | +5.4% | -15.1% | +20.6% | +14.0% |
| YTD | +0.2% | -15.1% | +15.3% | +8.3% |
| 1Y | +20.4% | +2.3% | +18.1% | +17.9% |
| 3Y | -32.1% | -23.7% | -8.5% | -26.3% |
| All | -66.8% | -38.8% | -28.0% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling