-35.6%
ELAN vs COO
-19.0%
-16.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.6% |
| 7D | -5.4% | -22.5% | +17.1% | +7.2% |
| 30D | +4.7% | -29.7% | +34.4% | +24.8% |
| 3M | -3.7% | -20.1% | +16.5% | +6.9% |
| 6M | -1.2% | -26.9% | +25.7% | +14.7% |
| YTD | +2.4% | -34.2% | +36.6% | +25.7% |
| 1Y | +23.4% | -21.3% | +44.6% | +36.5% |
| 3Y | +96.7% | -38.7% | +135.4% | +138.6% |
| 5Y | -30.6% | -52.2% | +21.6% | -5.0% |
| All | -35.6% | -19.0% | -16.6% | -31.7% |
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