+96.7%
ELAN vs COPX
+149.4%
-52.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -2.3% | -3.1% | -4.8% |
| 30D | +4.7% | +0.3% | +4.4% | +4.3% |
| 3M | -3.7% | +6.8% | -10.5% | -6.7% |
| 6M | -1.2% | +7.9% | -9.1% | -5.3% |
| YTD | +2.4% | +23.7% | -21.4% | -7.8% |
| 1Y | +23.4% | +71.5% | -48.2% | -3.0% |
| 3Y | +96.7% | +149.1% | -52.4% | +19.4% |
| All | +96.7% | +149.4% | -52.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling