+1,732.8%
EL vs COO
+9,222.5%
-7,489.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.2% |
| 7D | +8.0% | +4.3% | +3.7% | +6.9% |
| 30D | +15.4% | +17.6% | -2.2% | +11.0% |
| 3M | +28.5% | -13.9% | +42.4% | +32.8% |
| 6M | +32.2% | +6.6% | +25.7% | +29.5% |
| YTD | +9.2% | -22.0% | +31.2% | +15.3% |
| 1Y | +30.8% | -8.8% | +39.6% | +33.0% |
| 3Y | +3.7% | -21.5% | +25.2% | +8.1% |
| 5Y | -64.8% | -41.0% | -23.8% | -61.0% |
| 10Y | +60.0% | +40.9% | +19.1% | +48.5% |
| All | +1,732.8% | +9,222.5% | -7,489.6% | +1,089.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling