-33.4%
ELAN vs COO
+1.7%
-35.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -0.7% |
| 7D | +0.3% | -2.3% | +2.5% | +1.5% |
| 30D | +8.4% | -8.8% | +17.2% | +13.6% |
| 3M | +1.2% | +1.3% | -0.1% | +0.1% |
| 6M | +2.6% | -11.6% | +14.2% | +8.8% |
| YTD | +5.9% | -17.4% | +23.3% | +16.5% |
| 1Y | +25.8% | -1.6% | +27.4% | +25.0% |
| 3Y | +106.8% | -22.6% | +129.5% | +124.1% |
| 5Y | -29.3% | -40.3% | +11.1% | -13.0% |
| All | -33.4% | +1.7% | -35.1% | -36.7% |
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