-16.7%
ELAN vs COO
-40.4%
+23.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.7% |
| 7D | +4.0% | +0.5% | +3.6% | +3.8% |
| 30D | +18.8% | +14.2% | +4.6% | +10.8% |
| 3M | +19.0% | -18.2% | +37.2% | +30.9% |
| 6M | +22.8% | +5.3% | +17.5% | +16.7% |
| YTD | +18.3% | -23.6% | +41.9% | +34.6% |
| 1Y | +21.8% | -12.7% | +34.5% | +28.2% |
| 3Y | +153.8% | -24.2% | +178.0% | +168.7% |
| All | -16.7% | -40.4% | +23.6% | +1.2% |
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