+51.7%
ELF vs COO
-9.4%
+61.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.5% |
| 7D | +4.0% | +4.7% | -0.7% | +1.9% |
| 30D | +10.6% | +13.9% | -3.3% | +4.4% |
| 3M | +25.8% | -14.9% | +40.8% | +33.9% |
| 6M | +89.1% | +2.0% | +87.0% | +82.2% |
| YTD | +52.7% | -23.9% | +76.6% | +76.5% |
| 1Y | +51.7% | -9.6% | +61.4% | +64.9% |
| All | +51.7% | -9.4% | +61.1% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling